+96.7%
TFC vs DLR
+53.1%
+43.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.1% |
| 7D | +0.3% | +2.4% | -2.0% | -0.3% |
| 30D | +9.2% | +0.7% | +8.4% | +8.9% |
| 3M | -2.9% | -6.4% | +3.5% | -1.5% |
| 6M | +3.5% | -6.5% | +10.0% | +4.8% |
| YTD | +5.4% | +18.8% | -13.4% | +0.1% |
| 1Y | +17.3% | +9.0% | +8.3% | +13.9% |
| 3Y | +96.7% | +54.5% | +42.2% | +64.0% |
| All | +96.7% | +53.1% | +43.6% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling