+482.8%
TLN vs DTE
+47.2%
+435.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -6.9% | -0.5% | -6.3% | -6.7% |
| 3M | -10.9% | -6.0% | -4.9% | -10.1% |
| 6M | -4.6% | -7.2% | +2.6% | -3.7% |
| YTD | -14.7% | +7.2% | -21.9% | -15.0% |
| 1Y | -17.9% | +4.1% | -22.0% | -18.0% |
| All | +482.8% | +47.2% | +435.6% | +481.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling