-7.7%
TLN vs RL
+22.3%
-30.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.8% | +1.4% | +5.0% |
| 7D | +9.1% | +0.2% | +8.8% | +8.6% |
| 30D | -4.1% | +7.3% | -11.4% | -7.2% |
| 3M | +4.4% | +1.0% | +3.4% | +3.6% |
| 6M | -6.0% | +11.8% | -17.8% | -12.1% |
| YTD | -3.1% | +13.6% | -16.7% | -10.5% |
| All | -7.7% | +22.3% | -30.0% | -16.3% |
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