+652.2%
RGTI vs TLN
+471.2%
+181.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.5% | -1.3% | +1.8% | +1.3% |
| 30D | -17.1% | -14.3% | -2.8% | -9.8% |
| 3M | -26.0% | -9.3% | -16.7% | -22.7% |
| 6M | -9.9% | -1.1% | -8.8% | -8.8% |
| YTD | -31.1% | -16.6% | -14.5% | -25.8% |
| 1Y | -8.5% | -22.0% | +13.5% | +3.0% |
| 3Y | +652.2% | +470.2% | +182.0% | +372.1% |
| All | +652.2% | +471.2% | +181.0% | +372.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling