+167.5%
DINO vs TLN
+716.6%
-549.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.8% | +2.7% |
| 7D | -2.7% | +15.9% | -18.6% | -3.6% |
| 30D | -17.2% | -0.3% | -17.0% | -17.3% |
| 3M | +18.9% | +5.8% | +13.1% | +18.3% |
| 6M | +40.6% | -1.2% | +41.8% | +40.0% |
| YTD | +125.9% | +1.0% | +124.9% | +123.6% |
| 1Y | +90.9% | +1.1% | +89.8% | +88.7% |
| 3Y | +113.4% | +591.7% | -478.3% | +75.5% |
| All | +167.5% | +716.6% | -549.1% | +114.6% |
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