+90.8%
DE vs TLN
+589.3%
-498.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -3.0% | +5.8% | -8.9% | -3.3% |
| 30D | +11.1% | -6.9% | +18.0% | +11.6% |
| 3M | +17.6% | -10.9% | +28.5% | +18.2% |
| 6M | +13.6% | -4.6% | +18.2% | +13.7% |
| YTD | +46.3% | -14.7% | +61.0% | +46.8% |
| 1Y | +44.2% | -17.9% | +62.1% | +44.8% |
| 3Y | +76.6% | +483.9% | -407.3% | +57.8% |
| All | +90.8% | +589.3% | -498.5% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling