+43.4%
TDG vs TLN
+580.6%
-537.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +1.4% |
| 7D | +1.7% | +11.0% | -9.3% | +0.7% |
| 30D | +9.7% | +4.9% | +4.8% | +9.0% |
| 3M | -2.3% | +4.9% | -7.2% | -3.2% |
| 6M | +1.3% | +7.1% | -5.8% | -0.2% |
| YTD | -8.5% | +0.3% | -8.8% | -9.9% |
| 1Y | -8.1% | +5.9% | -14.0% | -10.1% |
| 3Y | +43.4% | +578.5% | -535.1% | +12.2% |
| All | +43.4% | +580.6% | -537.2% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling