+600.6%
TLN vs RRC
+56.1%
+544.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +10.9% | -1.2% | +12.1% | +11.3% |
| 30D | -6.3% | +9.4% | -15.7% | -8.8% |
| 3M | -10.7% | +7.4% | -18.1% | -12.9% |
| 6M | +1.6% | +1.5% | +0.2% | +0.2% |
| YTD | -13.1% | +19.4% | -32.5% | -19.8% |
| 1Y | -15.1% | +24.2% | -39.3% | -23.6% |
| 3Y | +495.0% | +32.8% | +462.2% | +447.7% |
| All | +600.6% | +56.1% | +544.5% | +545.3% |
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