+708.6%
TLN vs DTE
+48.1%
+660.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.8% |
| 7D | +11.0% | +3.4% | +7.6% | +10.5% |
| 30D | +4.9% | +8.9% | -4.0% | +3.4% |
| 3M | +4.9% | +1.1% | +3.9% | +4.5% |
| 6M | +7.1% | +0.1% | +7.0% | +6.8% |
| YTD | +0.3% | +11.1% | -10.7% | -0.6% |
| 1Y | +5.9% | +4.9% | +1.0% | +5.2% |
| 3Y | +578.5% | +58.6% | +519.9% | +581.1% |
| All | +708.6% | +48.1% | +660.5% | +713.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling