+107.1%
DINO vs TLN
+567.0%
-459.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -12.9% | +1.1% | -14.0% | -13.0% |
| 30D | -18.6% | -4.6% | -14.0% | -18.5% |
| 3M | +16.6% | +5.2% | +11.4% | +16.0% |
| 6M | +38.2% | -6.5% | +44.7% | +38.0% |
| YTD | +119.3% | -3.6% | +123.0% | +117.7% |
| 1Y | +84.3% | -8.2% | +92.5% | +83.6% |
| 3Y | +107.1% | +559.7% | -452.6% | +61.8% |
| All | +107.1% | +567.0% | -459.9% | +61.8% |
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