-34.4%
TLT vs DINO
+260.8%
-295.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.1% |
| 7D | -1.0% | -2.7% | +1.7% | -1.1% |
| 30D | +4.1% | -17.2% | +21.3% | +3.5% |
| 3M | -0.4% | +18.9% | -19.3% | +0.3% |
| 6M | -3.2% | +40.6% | -43.7% | -2.0% |
| YTD | -3.5% | +125.9% | -129.5% | -1.0% |
| 1Y | -5.8% | +90.9% | -96.7% | -3.7% |
| 3Y | +4.6% | +113.4% | -108.8% | +7.1% |
| 5Y | -34.4% | +258.3% | -292.7% | -29.2% |
| All | -34.4% | +260.8% | -295.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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