+95.4%
DE vs TLN
+583.6%
-488.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.3% |
| 7D | +10.0% | +7.1% | +3.0% | +9.6% |
| 30D | +13.3% | -3.9% | +17.2% | +13.5% |
| 3M | +17.5% | -16.2% | +33.7% | +18.5% |
| 6M | +13.6% | -5.8% | +19.4% | +13.7% |
| YTD | +49.8% | -15.4% | +65.2% | +50.5% |
| 1Y | +47.9% | -16.7% | +64.5% | +48.3% |
| 3Y | +72.5% | +473.8% | -401.2% | +54.4% |
| All | +95.4% | +583.6% | -488.2% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling