+68.1%
TDG vs TLN
+574.4%
-506.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.9% | -1.3% | -0.5% | -1.8% |
| 30D | -7.7% | -14.3% | +6.6% | -6.4% |
| 3M | -9.3% | -9.3% | 0.0% | -8.9% |
| 6M | -9.4% | -1.1% | -8.3% | -9.9% |
| YTD | -14.3% | -16.6% | +2.3% | -13.8% |
| 1Y | -11.8% | -22.0% | +10.2% | -11.1% |
| 3Y | +52.0% | +470.2% | -418.2% | +18.0% |
| All | +68.1% | +574.4% | -506.3% | +28.9% |
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