+91.2%
DLR vs TLN
+683.0%
-591.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.2% | -3.8% | +2.0% |
| 7D | +2.4% | +9.1% | -6.7% | +0.4% |
| 30D | +0.7% | -4.1% | +4.8% | +1.3% |
| 3M | -6.4% | +4.4% | -10.9% | -7.8% |
| 6M | -6.5% | -6.0% | -0.5% | -6.8% |
| YTD | +18.8% | -3.1% | +21.9% | +16.4% |
| 1Y | +9.0% | -6.1% | +15.1% | +7.2% |
| 3Y | +54.5% | +575.3% | -520.8% | +6.1% |
| All | +91.2% | +683.0% | -591.8% | +28.7% |
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