+91.0%
DE vs TLN
+571.8%
-480.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.2% |
| 7D | -2.4% | +2.0% | -4.3% | -2.5% |
| 30D | +9.7% | -12.9% | +22.7% | +10.5% |
| 3M | +21.4% | -7.4% | +28.8% | +21.7% |
| 6M | +15.0% | -6.0% | +21.1% | +15.2% |
| YTD | +46.4% | -16.9% | +63.3% | +47.2% |
| 1Y | +45.6% | -22.6% | +68.3% | +46.8% |
| 3Y | +76.8% | +469.0% | -392.3% | +58.2% |
| All | +91.0% | +571.8% | -480.8% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling