-14.9%
DT vs TLN
+710.8%
-725.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | 0.0% |
| 7D | +3.1% | +11.0% | -7.9% | +2.2% |
| 30D | -29.5% | +4.9% | -34.4% | -29.9% |
| 3M | -11.7% | +4.9% | -16.6% | -12.4% |
| 6M | +29.0% | +7.1% | +21.9% | +26.8% |
| YTD | +3.4% | +0.3% | +3.1% | +1.6% |
| 1Y | -4.2% | +5.9% | -10.1% | -6.8% |
| 3Y | -12.8% | +578.5% | -591.3% | -45.3% |
| All | -14.9% | +710.8% | -725.7% | -48.7% |
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