+708.6%
TLN vs RRC
+93.6%
+615.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | +11.0% | +6.4% | +4.7% | +9.2% |
| 30D | +4.9% | +23.9% | -19.0% | -1.4% |
| 3M | +4.9% | +30.2% | -25.3% | -3.0% |
| 6M | +7.1% | +26.3% | -19.1% | -0.6% |
| YTD | +0.3% | +48.1% | -47.8% | -13.1% |
| 1Y | +5.9% | +37.7% | -31.8% | -5.9% |
| 3Y | +578.5% | +60.3% | +518.2% | +487.3% |
| All | +708.6% | +93.6% | +615.1% | +598.8% |
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