+528.3%
TLN vs RBA
+42.3%
+486.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.4% |
| 7D | -1.3% | +4.3% | -5.6% | -2.3% |
| 30D | -10.5% | +16.3% | -26.8% | -13.7% |
| 3M | +0.1% | +1.3% | -1.2% | -0.2% |
| 6M | -17.4% | -11.1% | -6.3% | -15.1% |
| YTD | -9.7% | -8.5% | -1.2% | -8.9% |
| 1Y | -12.3% | -2.1% | -10.1% | -13.4% |
| 3Y | +528.3% | +44.6% | +483.7% | +476.1% |
| All | +528.3% | +42.3% | +486.0% | +476.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling