-7.7%
TLN vs RBA
-4.2%
-3.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.4% | +4.8% | +7.1% |
| 7D | +9.1% | +2.5% | +6.5% | +8.9% |
| 30D | -4.1% | +11.6% | -15.6% | -4.9% |
| 3M | +4.4% | +1.5% | +2.9% | +5.9% |
| 6M | -6.0% | -6.6% | +0.6% | -3.8% |
| YTD | -3.1% | -6.3% | +3.1% | -6.9% |
| All | -7.7% | -4.2% | -3.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling