+9.7%
DLR vs TW
-14.0%
+23.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -1.3% | -2.7% | +1.4% | -1.5% |
| 30D | -2.9% | -1.7% | -1.1% | -3.0% |
| 3M | +3.2% | +1.6% | +1.6% | +4.0% |
| 6M | +3.9% | -17.7% | +21.6% | +6.5% |
| YTD | +21.4% | -4.3% | +25.8% | +21.9% |
| 1Y | +9.7% | -13.1% | +22.8% | +10.4% |
| All | +9.7% | -14.0% | +23.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling