+476.4%
TLN vs RRC
+34.3%
+442.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.0% |
| 7D | +7.1% | +1.3% | +5.8% | +6.6% |
| 30D | -3.9% | +10.1% | -14.0% | -6.8% |
| 3M | -16.2% | +4.0% | -20.2% | -17.5% |
| 6M | -5.8% | +1.6% | -7.4% | -7.3% |
| YTD | -15.4% | +19.7% | -35.1% | -22.5% |
| 1Y | -16.7% | +21.4% | -38.1% | -25.0% |
| All | +476.4% | +34.3% | +442.1% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling