+4.2%
DRI vs TLN
-16.8%
+21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.9% |
| 7D | -1.2% | +10.9% | -12.1% | -1.6% |
| 30D | -0.4% | -6.3% | +5.9% | -0.1% |
| 3M | +9.5% | -10.7% | +20.2% | +9.8% |
| 6M | +6.5% | +1.6% | +4.8% | +5.8% |
| YTD | +18.4% | -13.1% | +31.5% | +18.5% |
| 1Y | +4.2% | -15.1% | +19.3% | +9.3% |
| All | +4.2% | -16.8% | +21.0% | +9.3% |
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