+680.9%
TLN vs RL
+289.3%
+391.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.8% | +1.4% | +4.7% |
| 7D | +9.1% | +0.2% | +8.8% | +8.6% |
| 30D | -4.1% | +7.3% | -11.4% | -7.5% |
| 3M | +4.4% | +1.0% | +3.4% | +3.2% |
| 6M | -6.0% | +11.8% | -17.8% | -12.0% |
| YTD | -3.1% | +13.6% | -16.7% | -10.4% |
| 1Y | -6.1% | +24.0% | -30.1% | -16.7% |
| 3Y | +575.3% | +256.6% | +318.8% | +390.2% |
| All | +680.9% | +289.3% | +391.6% | +472.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling