+587.5%
TLN vs RRX
+23.0%
+564.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.0% |
| 7D | +5.8% | -0.7% | +6.6% | +6.1% |
| 30D | -6.9% | -8.0% | +1.1% | -4.2% |
| 3M | -10.9% | -25.1% | +14.2% | -2.6% |
| 6M | -4.6% | -18.3% | +13.7% | +1.0% |
| YTD | -14.7% | +14.2% | -28.9% | -18.9% |
| 1Y | -17.9% | +13.0% | -31.0% | -22.1% |
| 3Y | +483.9% | +4.2% | +479.7% | +442.4% |
| All | +587.5% | +23.0% | +564.5% | +548.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling