-68.1%
RGTI vs TLN
-17.6%
-50.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.7% | +6.2% |
| 7D | -9.6% | -6.0% | -3.6% | -6.6% |
| 30D | -26.0% | -1.5% | -24.5% | -26.4% |
| 3M | -35.8% | -3.9% | -31.9% | -35.6% |
| 6M | -36.7% | -15.0% | -21.6% | -32.1% |
| YTD | -49.4% | -12.8% | -36.6% | -49.6% |
| 1Y | -68.1% | -17.3% | -50.8% | -65.4% |
| All | -68.1% | -17.6% | -50.5% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling