+570.0%
TLN vs RNG
+91.8%
+478.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.5% |
| 7D | +2.0% | -9.6% | +11.6% | +2.2% |
| 30D | -12.9% | +8.8% | -21.8% | -13.1% |
| 3M | -7.4% | +78.6% | -86.1% | -9.5% |
| 6M | -6.0% | +70.3% | -76.3% | -8.2% |
| YTD | -16.9% | +140.3% | -157.2% | -21.4% |
| 1Y | -22.6% | +126.6% | -149.2% | -26.5% |
| 3Y | +469.0% | +120.2% | +348.8% | +429.6% |
| All | +570.0% | +91.8% | +478.2% | +517.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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