+628.3%
TLN vs RVTY
+34.8%
+593.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +6.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | -10.5% | +1.0% | -11.5% | -10.5% |
| 3M | +0.1% | +35.8% | -35.7% | -5.2% |
| 6M | -17.4% | +56.7% | -74.1% | -23.8% |
| YTD | -9.7% | +60.7% | -70.4% | -16.8% |
| 1Y | -12.3% | +73.7% | -85.9% | -20.0% |
| 3Y | +528.3% | +82.8% | +445.5% | +470.2% |
| All | +628.3% | +34.8% | +593.4% | +559.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling