+581.7%
TLN vs RNG
+103.9%
+477.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.9% | +7.6% | +3.8% |
| 7D | +7.1% | +5.8% | +1.3% | +6.9% |
| 30D | -3.9% | +19.6% | -23.5% | -4.3% |
| 3M | -16.2% | +67.0% | -83.2% | -17.4% |
| 6M | -5.8% | +88.4% | -94.2% | -8.4% |
| YTD | -15.4% | +155.5% | -170.9% | -20.1% |
| 1Y | -16.7% | +141.7% | -158.4% | -21.0% |
| 3Y | +473.8% | +131.1% | +342.7% | +433.6% |
| All | +581.7% | +103.9% | +477.8% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling