+97.6%
DLR vs TW
+221.1%
-123.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | -3.4% | +3.9% | -7.3% | -4.4% |
| 3M | +0.5% | +5.7% | -5.2% | -1.8% |
| 6M | +4.6% | -14.5% | +19.1% | +8.3% |
| YTD | +23.4% | -0.9% | +24.3% | +21.7% |
| 1Y | +19.0% | -13.5% | +32.5% | +22.3% |
| 3Y | +56.5% | +25.0% | +31.5% | +40.4% |
| 5Y | +33.3% | +22.7% | +10.6% | +16.9% |
| All | +97.6% | +221.1% | -123.5% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling