+680.9%
TLN vs DAR
-18.1%
+699.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.6% | +6.5% |
| 7D | +9.1% | -2.8% | +11.8% | +9.6% |
| 30D | -4.1% | -12.8% | +8.7% | -2.0% |
| 3M | +4.4% | -11.6% | +16.0% | +6.0% |
| 6M | -6.0% | -16.8% | +10.8% | -3.7% |
| YTD | -3.1% | +45.9% | -49.0% | -10.4% |
| 1Y | -6.1% | +61.5% | -67.5% | -14.7% |
| 3Y | +575.3% | +23.0% | +552.4% | +517.3% |
| All | +680.9% | -18.1% | +699.0% | +638.0% |
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