+581.7%
TLN vs RVTY
+13.1%
+568.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +7.1% | +1.1% | +6.0% | +6.8% |
| 30D | -3.9% | +13.2% | -17.1% | -6.0% |
| 3M | -16.2% | +27.2% | -43.4% | -19.8% |
| 6M | -5.8% | +32.4% | -38.2% | -10.8% |
| YTD | -15.4% | +34.9% | -50.3% | -19.7% |
| 1Y | -16.7% | +52.4% | -69.0% | -21.9% |
| 3Y | +473.8% | +12.3% | +461.5% | +446.4% |
| All | +581.7% | +13.1% | +568.6% | +536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling