-15.1%
TLN vs RVTY
+48.7%
-63.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.6% |
| 7D | +10.9% | +0.4% | +10.5% | +10.7% |
| 30D | -6.3% | +10.8% | -17.1% | -9.6% |
| 3M | -10.7% | +26.8% | -37.5% | -18.1% |
| 6M | +1.6% | +39.3% | -37.7% | -10.3% |
| YTD | -13.1% | +31.6% | -44.7% | -19.9% |
| 1Y | -15.1% | +47.7% | -62.7% | -23.2% |
| All | -15.1% | +48.7% | -63.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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