+18.6%
DLR vs TLN
-18.5%
+37.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +2.9% | +5.8% | -2.9% | +1.9% |
| 30D | -1.2% | -6.9% | +5.7% | -0.2% |
| 3M | +2.9% | -10.9% | +13.8% | +4.1% |
| 6M | +6.7% | -4.6% | +11.3% | +6.3% |
| YTD | +23.9% | -14.7% | +38.6% | +23.8% |
| 1Y | +18.6% | -17.9% | +36.5% | +15.6% |
| All | +18.6% | -18.5% | +37.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling