+570.0%
TLN vs DGX
+83.3%
+486.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.9% |
| 7D | +2.0% | -3.5% | +5.4% | +1.4% |
| 30D | -12.9% | -2.7% | -10.3% | -13.3% |
| 3M | -7.4% | +13.9% | -21.3% | -5.0% |
| 6M | -6.0% | +16.0% | -22.1% | -3.2% |
| YTD | -16.9% | +34.9% | -51.8% | -12.8% |
| 1Y | -22.6% | +30.6% | -53.2% | -19.0% |
| 3Y | +469.0% | +93.0% | +376.0% | +497.7% |
| All | +570.0% | +83.3% | +486.7% | +605.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling