+82.4%
RSG vs TLN
+710.8%
-628.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | -0.1% |
| 7D | +2.5% | +11.0% | -8.5% | +2.7% |
| 30D | +12.7% | +4.9% | +7.8% | +12.9% |
| 3M | +17.9% | +4.9% | +13.0% | +18.2% |
| 6M | +25.0% | +7.1% | +17.9% | +25.2% |
| YTD | +20.8% | +0.3% | +20.5% | +21.0% |
| 1Y | +24.3% | +5.9% | +18.4% | +24.3% |
| 3Y | +65.3% | +578.5% | -513.2% | +55.1% |
| All | +82.4% | +710.8% | -628.4% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling