+572.6%
TLN vs RRX
+25.1%
+547.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.9% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -14.3% | -6.1% | -8.2% | -12.5% |
| 3M | -9.3% | -23.1% | +13.8% | -1.8% |
| 6M | -1.1% | -19.5% | +18.4% | +5.1% |
| YTD | -16.6% | +16.1% | -32.6% | -21.1% |
| 1Y | -22.0% | +12.9% | -34.9% | -26.0% |
| 3Y | +470.2% | +7.9% | +462.2% | +425.8% |
| All | +572.6% | +25.1% | +547.5% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling