+68.8%
TDG vs TLN
+602.5%
-533.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.2% | -1.7% |
| 7D | -0.9% | +10.9% | -11.8% | -1.9% |
| 30D | -6.5% | -6.3% | -0.2% | -6.1% |
| 3M | -5.1% | -10.7% | +5.6% | -4.5% |
| 6M | -11.5% | +1.6% | -13.2% | -12.3% |
| YTD | -13.9% | -13.1% | -0.8% | -13.8% |
| 1Y | -11.5% | -15.1% | +3.6% | -11.5% |
| 3Y | +53.7% | +495.0% | -441.4% | +18.8% |
| All | +68.8% | +602.5% | -533.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling