-3.8%
DT vs TLN
+589.3%
-593.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -0.5% | +5.8% | -6.4% | -1.1% |
| 30D | +0.1% | -6.9% | +6.9% | +0.6% |
| 3M | +24.1% | -10.9% | +35.0% | +24.6% |
| 6M | +30.1% | -4.6% | +34.7% | +29.0% |
| YTD | +16.8% | -14.7% | +31.5% | +16.8% |
| 1Y | -0.1% | -17.9% | +17.8% | 0.0% |
| 3Y | +6.8% | +483.9% | -477.0% | -31.9% |
| All | -3.8% | +589.3% | -593.2% | -41.1% |
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 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