+680.9%
TLN vs RBA
+86.6%
+594.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +6.8% |
| 7D | +9.1% | +2.5% | +6.5% | +8.5% |
| 30D | -4.1% | +11.6% | -15.6% | -6.4% |
| 3M | +4.4% | +1.5% | +2.9% | +4.2% |
| 6M | -6.0% | -6.6% | +0.6% | -4.7% |
| YTD | -3.1% | -6.3% | +3.1% | -2.7% |
| 1Y | -6.1% | -4.0% | -2.1% | -6.3% |
| 3Y | +575.3% | +47.3% | +528.1% | +521.6% |
| All | +680.9% | +86.6% | +594.3% | +595.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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