-17.3%
TLN vs FDS
+31.1%
-48.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.9% | -11.4% | -7.6% |
| 7D | -6.0% | +9.4% | -15.5% | -3.1% |
| 30D | -1.5% | +23.8% | -25.3% | +5.7% |
| 3M | -3.9% | +25.1% | -29.0% | +4.2% |
| 6M | -15.0% | +53.8% | -68.8% | -1.4% |
| YTD | -12.8% | +19.6% | -32.4% | -9.7% |
| 1Y | -17.3% | +31.6% | -49.0% | -7.8% |
| All | -17.3% | +31.1% | -48.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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