+328.6%
TMO vs DLR
+177.5%
+151.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.1% | -4.3% | +5.4% | +2.5% |
| 3M | +28.3% | +3.8% | +24.5% | +25.9% |
| 6M | +23.3% | +5.8% | +17.4% | +20.0% |
| YTD | +5.5% | +23.5% | -18.1% | -3.0% |
| 1Y | +24.5% | +11.1% | +13.5% | +18.6% |
| 3Y | +19.6% | +57.9% | -38.3% | -2.7% |
| 5Y | +8.1% | +44.0% | -35.8% | -10.7% |
| All | +328.6% | +177.5% | +151.1% | +201.9% |
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