+600.6%
TLN vs DAR
+4.6%
+596.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.2% | +2.3% |
| 7D | +10.9% | -0.9% | +11.8% | +11.0% |
| 30D | -6.3% | +13.0% | -19.3% | -8.3% |
| 3M | -10.7% | +15.0% | -25.7% | -12.9% |
| 6M | +1.6% | +26.8% | -25.2% | -2.9% |
| YTD | -13.1% | +86.4% | -99.5% | -22.5% |
| 1Y | -15.1% | +115.1% | -130.1% | -26.4% |
| 3Y | +495.0% | +14.6% | +480.4% | +435.2% |
| All | +600.6% | +4.6% | +596.0% | +538.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling