+528.3%
TLN vs RL
+240.1%
+288.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.7% |
| 7D | -1.3% | -4.2% | +2.8% | +0.2% |
| 30D | -10.5% | +4.3% | -14.8% | -12.8% |
| 3M | +0.1% | -4.6% | +4.7% | +1.4% |
| 6M | -17.4% | +1.7% | -19.1% | -19.6% |
| YTD | -9.7% | +7.3% | -17.0% | -14.7% |
| 1Y | -12.3% | +20.8% | -33.0% | -22.0% |
| 3Y | +528.3% | +247.0% | +281.3% | +357.4% |
| All | +528.3% | +240.1% | +288.2% | +357.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling