+14.4%
TFC vs DLR
+19.9%
-5.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | -1.3% | -3.4% | +2.1% | -0.8% |
| 3M | +6.1% | +0.5% | +5.6% | +5.9% |
| 6M | +7.3% | +4.6% | +2.8% | +6.6% |
| YTD | +8.2% | +23.4% | -15.2% | +6.0% |
| 1Y | +14.4% | +19.0% | -4.6% | +15.2% |
| All | +14.4% | +19.9% | -5.5% | +15.2% |
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