+583.3%
TLN vs RL
+257.6%
+325.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.2% | +5.5% |
| 7D | +15.9% | -4.4% | +20.3% | +18.2% |
| 30D | -0.3% | +5.6% | -5.9% | -3.3% |
| 3M | +5.8% | -0.6% | +6.5% | +5.4% |
| 6M | -1.2% | +15.5% | -16.7% | -9.5% |
| YTD | +1.0% | +12.3% | -11.3% | -6.6% |
| 1Y | +1.1% | +19.3% | -18.2% | -9.5% |
| All | +583.3% | +257.6% | +325.8% | +378.0% |
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