+75.7%
TFC vs DLR
+188.2%
-112.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | +2.3% | +3.3% | -1.1% | +1.1% |
| 30D | +10.8% | +4.6% | +6.2% | +9.0% |
| 3M | -3.8% | -8.3% | +4.5% | -1.3% |
| 6M | +9.6% | -5.6% | +15.2% | +10.8% |
| YTD | +5.8% | +18.7% | -12.9% | -1.3% |
| 1Y | +16.2% | +17.1% | -0.9% | +8.7% |
| 3Y | +96.0% | +54.4% | +41.6% | +62.5% |
| 5Y | +1.7% | +36.5% | -34.8% | -14.4% |
| All | +75.7% | +188.2% | -112.5% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling