+58.9%
RSG vs TLN
+571.8%
-512.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.7% |
| 7D | -1.8% | +2.0% | -3.8% | -1.8% |
| 30D | +2.8% | -12.9% | +15.7% | +2.7% |
| 3M | +4.3% | -7.4% | +11.7% | +4.1% |
| 6M | -0.5% | -6.0% | +5.5% | -0.8% |
| YTD | +5.2% | -16.9% | +22.1% | +5.0% |
| 1Y | -2.1% | -22.6% | +20.5% | -2.3% |
| 3Y | +56.5% | +469.0% | -412.5% | +46.6% |
| All | +58.9% | +571.8% | -512.9% | +51.6% |
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