-17.3%
TLN vs RL
+34.3%
-51.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.5% | -13.0% | -10.2% |
| 7D | -6.0% | +5.8% | -11.8% | -8.3% |
| 30D | -1.5% | +12.7% | -14.3% | -6.5% |
| 3M | -3.9% | +9.3% | -13.2% | -7.7% |
| 6M | -15.0% | +16.9% | -32.0% | -21.8% |
| YTD | -12.8% | +17.5% | -30.3% | -20.5% |
| 1Y | -17.3% | +34.6% | -52.0% | -31.3% |
| All | -17.3% | +34.3% | -51.7% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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