+580.1%
TLN vs DOC
+22.1%
+558.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -9.4% | +6.2% | -15.6% | -10.3% |
| 30D | -15.2% | +6.5% | -21.7% | -16.2% |
| 3M | -4.1% | -6.2% | +2.1% | -3.1% |
| 6M | -17.8% | +25.6% | -43.4% | -22.6% |
| YTD | -15.6% | +32.1% | -47.7% | -21.1% |
| 1Y | -21.6% | +20.3% | -41.9% | -25.5% |
| 3Y | +497.6% | +42.7% | +454.8% | +474.8% |
| All | +580.1% | +22.1% | +558.0% | +550.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling