-16.7%
TLN vs DAR
+104.4%
-121.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +3.9% |
| 7D | +7.1% | +1.4% | +5.7% | +6.8% |
| 30D | -3.9% | +12.8% | -16.7% | -6.0% |
| 3M | -16.2% | +7.4% | -23.5% | -16.9% |
| 6M | -5.8% | +22.3% | -28.1% | -9.6% |
| YTD | -15.4% | +81.1% | -96.5% | -26.0% |
| 1Y | -16.7% | +106.5% | -123.2% | -27.7% |
| All | -16.7% | +104.4% | -121.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling