-31.3%
DOW vs TLN
+583.6%
-614.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.8% | -6.8% | -3.3% |
| 7D | -2.4% | +7.1% | -9.4% | -2.8% |
| 30D | +0.4% | -3.9% | +4.3% | +0.5% |
| 3M | -14.4% | -16.2% | +1.8% | -13.6% |
| 6M | -7.0% | -5.8% | -1.2% | -7.2% |
| YTD | +30.2% | -15.4% | +45.6% | +30.5% |
| 1Y | +29.2% | -16.7% | +45.9% | +29.6% |
| 3Y | -36.7% | +473.8% | -510.5% | -52.4% |
| All | -31.3% | +583.6% | -614.9% | -50.1% |
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