+600.6%
TLN vs FDS
-23.7%
+624.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +2.2% |
| 7D | +10.9% | -5.4% | +16.3% | +10.1% |
| 30D | -6.3% | +1.6% | -7.9% | -6.0% |
| 3M | -10.7% | +17.7% | -28.4% | -8.3% |
| 6M | +1.6% | +29.1% | -27.4% | +4.8% |
| YTD | -13.1% | +1.0% | -14.1% | -10.0% |
| 1Y | -15.1% | -21.6% | +6.6% | -8.4% |
| 3Y | +495.0% | -30.1% | +525.1% | +559.5% |
| All | +600.6% | -23.7% | +624.3% | +682.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling