+39.1%
DLR vs TW
+41.5%
-2.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +5.0% | +3.2% | +1.8% | +4.2% |
| 30D | +3.0% | +19.7% | -16.7% | -1.7% |
| 3M | -6.3% | +26.8% | -33.1% | -12.1% |
| 6M | -4.8% | +20.9% | -25.6% | -10.0% |
| YTD | +21.0% | +22.9% | -1.9% | +12.6% |
| 1Y | +15.1% | +20.4% | -5.2% | +7.9% |
| 3Y | +56.0% | +42.9% | +13.1% | +31.4% |
| 5Y | +39.1% | +40.2% | -1.1% | +14.1% |
| All | +39.1% | +41.5% | -2.3% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling