+14.5%
TFC vs DLR
+40.9%
-26.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | +2.9% | -4.2% | -2.2% |
| 30D | -2.3% | -1.2% | -1.2% | -2.1% |
| 3M | +2.5% | +2.9% | -0.5% | +1.0% |
| 6M | +9.5% | +6.7% | +2.8% | +6.7% |
| YTD | +5.1% | +23.9% | -18.8% | -2.6% |
| 1Y | +15.5% | +18.6% | -3.2% | +8.2% |
| 3Y | +95.2% | +59.7% | +35.5% | +60.9% |
| 5Y | +14.5% | +42.1% | -27.6% | -11.8% |
| All | +14.5% | +40.9% | -26.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling