+581.7%
TLN vs RBA
+62.8%
+518.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.7% |
| 7D | +7.1% | -2.9% | +10.0% | +7.8% |
| 30D | -3.9% | -12.3% | +8.4% | -0.8% |
| 3M | -16.2% | -20.5% | +4.4% | -11.6% |
| 6M | -5.8% | -18.5% | +12.7% | -1.5% |
| YTD | -15.4% | -18.2% | +2.8% | -12.3% |
| 1Y | -16.7% | -27.5% | +10.8% | -10.6% |
| 3Y | +473.8% | +38.1% | +435.7% | +438.7% |
| All | +581.7% | +62.8% | +518.9% | +526.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling