+188.7%
TFC vs DLR
+3,595.6%
-3,406.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +2.4% | +1.6% | +0.8% | +1.7% |
| 30D | -1.3% | -3.4% | +2.1% | +0.2% |
| 3M | +6.1% | +0.5% | +5.6% | +4.9% |
| 6M | +7.3% | +4.6% | +2.8% | +4.0% |
| YTD | +8.2% | +23.4% | -15.2% | -3.6% |
| 1Y | +14.4% | +19.0% | -4.6% | +3.1% |
| 3Y | +93.7% | +56.5% | +37.2% | +47.9% |
| 5Y | +16.4% | +33.3% | -16.9% | -7.6% |
| 10Y | +101.6% | +165.1% | -63.6% | +2.1% |
| All | +188.7% | +3,595.6% | -3,406.9% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling