-17.3%
TLN vs RRX
+30.0%
-47.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -3.6% | -4.9% | -6.9% |
| 7D | -6.0% | +7.6% | -13.7% | -9.0% |
| 30D | -1.5% | +7.5% | -9.0% | -4.4% |
| 3M | -3.9% | -21.0% | +17.1% | +4.3% |
| 6M | -15.0% | -18.1% | +3.0% | -9.7% |
| YTD | -12.8% | +24.3% | -37.1% | -18.1% |
| 1Y | -17.3% | +29.3% | -46.6% | -23.0% |
| All | -17.3% | +30.0% | -47.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling