-16.7%
TLN vs RRC
+23.4%
-40.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +3.7% |
| 7D | +7.1% | +1.3% | +5.8% | +7.2% |
| 30D | -3.9% | +10.1% | -14.0% | -3.0% |
| 3M | -16.2% | +4.0% | -20.2% | -15.5% |
| 6M | -5.8% | +1.6% | -7.4% | -5.0% |
| YTD | -15.4% | +19.7% | -35.1% | -15.3% |
| 1Y | -16.7% | +21.4% | -38.1% | -12.7% |
| All | -16.7% | +23.4% | -40.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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