+19.6%
TMO vs DLR
+58.2%
-38.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.1% | -4.3% | +5.4% | +1.9% |
| 3M | +28.3% | +3.8% | +24.5% | +26.9% |
| 6M | +23.3% | +5.8% | +17.4% | +21.4% |
| YTD | +5.5% | +23.5% | -18.1% | +0.1% |
| 1Y | +24.5% | +11.1% | +13.5% | +21.0% |
| 3Y | +19.6% | +57.9% | -38.3% | +1.3% |
| All | +19.6% | +58.2% | -38.7% | +1.3% |
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