-4.4%
DT vs TLN
+602.5%
-606.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.4% |
| 7D | -4.9% | +10.9% | -15.8% | -5.8% |
| 30D | +2.7% | -6.3% | +9.0% | +3.2% |
| 3M | +20.0% | -10.7% | +30.7% | +20.5% |
| 6M | +28.0% | +1.6% | +26.4% | +26.0% |
| YTD | +16.0% | -13.1% | +29.1% | +15.9% |
| 1Y | +0.7% | -15.1% | +15.8% | +0.4% |
| 3Y | +6.2% | +495.0% | -488.8% | -32.4% |
| All | -4.4% | +602.5% | -606.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling