+602.8%
TLN vs DOC
+22.4%
+580.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.1% | -11.7% | -9.0% |
| 7D | -6.0% | +8.7% | -14.8% | -7.3% |
| 30D | -1.5% | +7.6% | -9.2% | -2.8% |
| 3M | -3.9% | -5.3% | +1.4% | -3.0% |
| 6M | -15.0% | +27.6% | -42.6% | -20.2% |
| YTD | -12.8% | +32.4% | -45.2% | -18.5% |
| 1Y | -17.3% | +22.9% | -40.2% | -21.6% |
| 3Y | +517.5% | +43.1% | +474.4% | +493.8% |
| All | +602.8% | +22.4% | +580.4% | +572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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