-16.7%
TLN vs DGX
+33.7%
-50.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +3.5% |
| 7D | +7.1% | -2.3% | +9.4% | +6.4% |
| 30D | -3.9% | +0.6% | -4.4% | -3.7% |
| 3M | -16.2% | +21.4% | -37.6% | -11.3% |
| 6M | -5.8% | +14.7% | -20.5% | -1.1% |
| YTD | -15.4% | +38.4% | -53.9% | -8.9% |
| 1Y | -16.7% | +34.0% | -50.7% | -10.0% |
| All | -16.7% | +33.7% | -50.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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