+581.7%
TLN vs RRX
+25.5%
+556.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +7.1% | +3.4% | +3.6% | +5.9% |
| 30D | -3.9% | -11.1% | +7.2% | 0.0% |
| 3M | -16.2% | -23.7% | +7.6% | -8.9% |
| 6M | -5.8% | -22.0% | +16.2% | +0.9% |
| YTD | -15.4% | +16.5% | -31.9% | -20.1% |
| 1Y | -16.7% | +11.5% | -28.2% | -20.7% |
| 3Y | +473.8% | +1.5% | +472.2% | +431.4% |
| All | +581.7% | +25.5% | +556.2% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling