+59.9%
RSG vs TLN
+589.3%
-529.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.4% |
| 7D | 0.0% | +5.8% | -5.9% | 0.0% |
| 30D | +3.7% | -6.9% | +10.5% | +3.6% |
| 3M | +6.2% | -10.9% | +17.0% | +6.0% |
| 6M | -2.8% | -4.6% | +1.8% | -3.0% |
| YTD | +5.9% | -14.7% | +20.6% | +5.7% |
| 1Y | -1.8% | -17.9% | +16.2% | -2.0% |
| 3Y | +57.5% | +483.9% | -426.4% | +47.6% |
| All | +59.9% | +589.3% | -529.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling