+581.7%
TLN vs DOC
+24.0%
+557.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.1% |
| 7D | +7.1% | -1.5% | +8.5% | +7.3% |
| 30D | -3.9% | -4.8% | +0.9% | -3.1% |
| 3M | -16.2% | +6.9% | -23.0% | -17.9% |
| 6M | -5.8% | +20.7% | -26.6% | -10.4% |
| YTD | -15.4% | +34.1% | -49.6% | -21.1% |
| 1Y | -16.7% | +22.6% | -39.3% | -20.9% |
| 3Y | +473.8% | +20.8% | +452.9% | +447.8% |
| All | +581.7% | +24.0% | +557.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling