-55.8%
FIG vs TLN
-17.2%
-38.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.1% | -4.3% |
| 7D | -16.3% | +7.1% | -23.4% | -16.3% |
| 30D | -14.3% | -3.9% | -10.4% | -14.5% |
| 3M | +7.2% | -16.2% | +23.3% | +7.4% |
| 6M | -18.6% | -5.8% | -12.8% | -21.3% |
| YTD | -35.5% | -15.4% | -20.0% | -35.4% |
| 1Y | -55.8% | -16.7% | -39.1% | -52.9% |
| All | -55.8% | -17.2% | -38.6% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling