+628.3%
TLN vs FDS
-13.4%
+641.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.7% | +10.8% | +6.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -10.5% | +20.2% | -30.7% | -7.8% |
| 3M | +0.1% | +19.9% | -19.8% | +3.4% |
| 6M | -17.4% | +56.2% | -73.6% | -12.6% |
| YTD | -9.7% | +14.6% | -24.2% | -4.1% |
| 1Y | -12.3% | +31.6% | -43.9% | -8.3% |
| 3Y | +528.3% | -23.8% | +552.1% | +611.7% |
| All | +628.3% | -13.4% | +641.7% | +734.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling