+628.3%
TLN vs RRC
+81.9%
+546.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.9% |
| 7D | -1.3% | -10.8% | +9.5% | +1.7% |
| 30D | -10.5% | +22.3% | -32.8% | -15.6% |
| 3M | +0.1% | +26.6% | -26.5% | -6.9% |
| 6M | -17.4% | +18.9% | -36.3% | -22.2% |
| YTD | -9.7% | +39.2% | -48.9% | -20.4% |
| 1Y | -12.3% | +34.0% | -46.2% | -21.9% |
| 3Y | +528.3% | +42.0% | +486.3% | +452.4% |
| All | +628.3% | +81.9% | +546.3% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling