+21.3%
TFC vs DLR
+11.0%
+10.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.5% |
| 7D | +5.1% | +2.8% | +2.2% | +4.6% |
| 30D | +9.8% | +2.8% | +7.0% | +9.2% |
| 3M | -2.4% | -4.0% | +1.6% | -1.8% |
| 6M | +4.9% | -5.6% | +10.5% | +5.6% |
| YTD | +6.6% | +21.9% | -15.4% | +6.2% |
| 1Y | +21.3% | +13.0% | +8.3% | +21.6% |
| All | +21.3% | +11.0% | +10.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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