+680.9%
TLN vs RRC
+82.4%
+598.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +7.0% | +7.2% |
| 7D | +9.1% | -10.3% | +19.4% | +12.2% |
| 30D | -4.1% | +19.5% | -23.5% | -8.9% |
| 3M | +4.4% | +27.9% | -23.5% | -3.1% |
| 6M | -6.0% | +21.2% | -27.2% | -12.0% |
| YTD | -3.1% | +39.6% | -42.7% | -14.8% |
| 1Y | -6.1% | +31.3% | -37.3% | -15.7% |
| 3Y | +575.3% | +51.9% | +523.4% | +494.0% |
| All | +680.9% | +82.4% | +598.5% | +585.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling