-83.2%
FIG vs TLN
-3.2%
-80.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.2% | -4.1% | +3.5% |
| 7D | -12.6% | +9.1% | -21.7% | -12.3% |
| 30D | -13.8% | -4.1% | -9.7% | -13.9% |
| 3M | -16.7% | +4.4% | -21.1% | -16.5% |
| 6M | -6.1% | -6.0% | -0.1% | -5.0% |
| YTD | -48.1% | -3.1% | -45.0% | -47.9% |
| 1Y | -56.2% | -6.1% | -50.1% | -55.8% |
| All | -83.2% | -3.2% | -80.0% | -80.9% |
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