+46.1%
DE vs TLN
-17.6%
+63.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.5% | +10.1% | +1.7% |
| 7D | +5.6% | -6.0% | +11.6% | +5.7% |
| 30D | -0.8% | -1.5% | +0.7% | -1.0% |
| 3M | +9.8% | -3.9% | +13.7% | +9.9% |
| 6M | +17.5% | -15.0% | +32.6% | +18.1% |
| YTD | +46.5% | -12.8% | +59.3% | +47.7% |
| 1Y | +46.1% | -17.3% | +63.4% | +46.2% |
| All | +46.1% | -17.6% | +63.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling