+42.0%
FE vs TLN
+583.6%
-541.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.3% | -0.6% |
| 7D | +1.9% | +7.1% | -5.1% | +1.9% |
| 30D | -1.2% | -3.9% | +2.7% | -1.2% |
| 3M | +3.5% | -16.2% | +19.6% | +3.5% |
| 6M | -6.1% | -5.8% | -0.2% | -6.0% |
| YTD | +7.6% | -15.4% | +23.0% | +7.5% |
| 1Y | +11.9% | -16.7% | +28.6% | +11.8% |
| 3Y | +48.4% | +473.8% | -425.3% | +46.7% |
| All | +42.0% | +583.6% | -541.6% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling