+578.5%
TLN vs RVTY
+85.4%
+493.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | +4.9% | +1.5% | +3.4% | +4.8% |
| 3M | +4.9% | +31.5% | -26.5% | -0.6% |
| 6M | +7.1% | +62.7% | -55.6% | -2.8% |
| YTD | +0.3% | +60.0% | -59.7% | -8.5% |
| 1Y | +5.9% | +65.7% | -59.8% | -3.8% |
| 3Y | +578.5% | +85.2% | +493.3% | +514.2% |
| All | +578.5% | +85.4% | +493.1% | +514.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling