+42.4%
FE vs TLN
+630.2%
-587.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -0.4% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +5.2% | -10.5% | +15.7% | +5.2% |
| 3M | 0.0% | +0.1% | -0.1% | -0.1% |
| 6M | +5.0% | -17.4% | +22.4% | +4.9% |
| YTD | +7.9% | -9.7% | +17.6% | +7.8% |
| 1Y | +6.3% | -12.3% | +18.6% | +6.2% |
| 3Y | +46.0% | +528.3% | -482.3% | +43.8% |
| All | +42.4% | +630.2% | -587.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling