+140.3%
TD vs TLN
+710.8%
-570.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.1% |
| 7D | +1.1% | +11.0% | -9.9% | +0.4% |
| 30D | +5.2% | +4.9% | +0.3% | +4.8% |
| 3M | +1.2% | +4.9% | -3.7% | +0.6% |
| 6M | +17.7% | +7.1% | +10.6% | +16.7% |
| YTD | +34.2% | +0.3% | +33.9% | +33.0% |
| 1Y | +55.4% | +5.9% | +49.5% | +53.6% |
| 3Y | +130.4% | +578.5% | -448.1% | +96.1% |
| All | +140.3% | +710.8% | -570.5% | +103.5% |
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