+19.3%
DG vs TLN
+538.9%
-519.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -2.8% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | +9.5% | -10.5% | +20.0% | +9.3% |
| 3M | +5.5% | +0.1% | +5.4% | +5.6% |
| 6M | +16.1% | -17.4% | +33.5% | +15.8% |
| YTD | +2.7% | -9.7% | +12.3% | +2.8% |
| 1Y | +42.1% | -12.3% | +54.3% | +42.1% |
| 3Y | +19.3% | +528.3% | -509.0% | -2.0% |
| All | +19.3% | +538.9% | -519.7% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling