+82.4%
RSG vs TLN
+733.8%
-651.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.5% |
| 7D | +1.4% | +22.3% | -20.8% | +1.9% |
| 30D | +15.0% | +1.2% | +13.9% | +15.2% |
| 3M | +18.5% | +5.9% | +12.5% | +18.8% |
| 6M | +25.8% | +3.2% | +22.6% | +26.2% |
| YTD | +20.8% | +3.2% | +17.7% | +21.1% |
| 1Y | +24.8% | +5.2% | +19.6% | +25.0% |
| 3Y | +65.9% | +606.3% | -540.4% | +55.9% |
| All | +82.4% | +733.8% | -651.4% | +74.8% |
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