+177.2%
DINO vs TLN
+583.6%
-406.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -0.9% |
| 7D | +5.7% | +7.1% | -1.3% | +5.3% |
| 30D | +27.8% | -3.9% | +31.7% | +28.0% |
| 3M | +45.6% | -16.2% | +61.8% | +46.5% |
| 6M | +88.5% | -5.8% | +94.3% | +87.4% |
| YTD | +134.1% | -15.4% | +149.5% | +134.3% |
| 1Y | +111.1% | -16.7% | +127.8% | +111.2% |
| 3Y | +109.1% | +473.8% | -364.7% | +74.0% |
| All | +177.2% | +583.6% | -406.4% | +124.9% |
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