+36.6%
DRI vs TLN
-8.1%
+44.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.2% | -5.7% | +1.4% |
| 7D | +3.1% | +9.1% | -5.9% | +2.9% |
| 30D | +16.2% | -4.1% | +20.3% | +16.4% |
| 3M | +8.4% | +4.4% | +3.9% | +8.3% |
| 6M | +19.0% | -6.0% | +25.0% | +19.2% |
| YTD | +28.8% | -3.1% | +32.0% | +28.9% |
| All | +36.6% | -8.1% | +44.6% | +36.0% |
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