-15.9%
RIVN vs TLN
+710.8%
-726.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.8% | -2.1% | -4.3% |
| 7D | -10.5% | +11.0% | -21.5% | -12.3% |
| 30D | -5.9% | +4.9% | -10.9% | -7.1% |
| 3M | -23.0% | +4.9% | -27.9% | -24.4% |
| 6M | -14.6% | +7.1% | -21.8% | -16.7% |
| YTD | -38.2% | +0.3% | -38.5% | -39.7% |
| 1Y | -25.7% | +5.9% | -31.6% | -28.3% |
| 3Y | -24.8% | +578.5% | -603.2% | -45.8% |
| All | -15.9% | +710.8% | -726.7% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling