-16.7%
TLN vs RRX
+14.9%
-31.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +7.1% | +3.4% | +3.6% | +5.7% |
| 30D | -3.9% | -11.1% | +7.2% | +0.4% |
| 3M | -16.2% | -23.7% | +7.6% | -8.2% |
| 6M | -5.8% | -22.0% | +16.2% | +1.0% |
| YTD | -15.4% | +16.5% | -31.9% | -18.8% |
| 1Y | -16.7% | +11.5% | -28.2% | -19.2% |
| All | -16.7% | +14.9% | -31.6% | -19.2% |
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