-22.0%
TLN vs RNG
+128.1%
-150.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.3% | -6.1% | +4.7% | -1.8% |
| 30D | -14.3% | +9.6% | -23.9% | -13.7% |
| 3M | -9.3% | +83.3% | -92.6% | -5.9% |
| 6M | -1.1% | +77.9% | -79.0% | +2.5% |
| YTD | -16.6% | +139.9% | -156.5% | -13.6% |
| 1Y | -22.0% | +121.7% | -143.7% | -18.6% |
| All | -22.0% | +128.1% | -150.1% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling