-19.7%
DG vs TLN
+589.3%
-609.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.6% |
| 7D | -4.8% | +5.8% | -10.7% | -4.7% |
| 30D | +1.8% | -6.9% | +8.6% | +1.6% |
| 3M | +14.5% | -10.9% | +25.4% | +14.2% |
| 6M | -13.6% | -4.6% | -8.9% | -13.6% |
| YTD | -4.8% | -14.7% | +9.9% | -5.0% |
| 1Y | +21.6% | -17.9% | +39.5% | +21.4% |
| 3Y | +4.5% | +483.9% | -479.4% | -6.6% |
| All | -19.7% | +589.3% | -609.0% | -27.1% |
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