+587.5%
TLN vs RNG
+93.5%
+494.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | +5.8% | -4.1% | +9.9% | +5.9% |
| 30D | -6.9% | +8.6% | -15.5% | -7.1% |
| 3M | -10.9% | +78.0% | -88.9% | -12.8% |
| 6M | -4.6% | +67.0% | -71.6% | -6.6% |
| YTD | -14.7% | +142.4% | -157.1% | -19.4% |
| 1Y | -17.9% | +120.4% | -138.4% | -21.8% |
| 3Y | +483.9% | +122.1% | +361.7% | +443.3% |
| All | +587.5% | +93.5% | +494.0% | +533.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling