+581.7%
TLN vs FDS
-20.3%
+602.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +3.3% |
| 7D | +7.1% | -1.9% | +9.0% | +6.8% |
| 30D | -3.9% | +9.0% | -12.9% | -2.7% |
| 3M | -16.2% | +18.9% | -35.0% | -13.5% |
| 6M | -5.8% | +35.1% | -40.9% | -2.4% |
| YTD | -15.4% | +5.5% | -20.9% | -11.9% |
| 1Y | -16.7% | -16.8% | +0.1% | -10.0% |
| 3Y | +473.8% | -28.1% | +501.8% | +538.9% |
| All | +581.7% | -20.3% | +602.0% | +666.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling