+714.4%
TLN vs FGI
-9.9%
+724.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.9% | -1.0% | +4.9% |
| 7D | +15.9% | +6.9% | +9.0% | +15.9% |
| 30D | -0.3% | +3.9% | -4.2% | -0.3% |
| 3M | +5.8% | +74.3% | -68.5% | +6.3% |
| 6M | -1.2% | +28.9% | -30.2% | -0.8% |
| YTD | +1.0% | +39.1% | -38.1% | +1.1% |
| 1Y | +1.1% | +49.3% | -48.2% | +1.4% |
| 3Y | +591.7% | +5.7% | +586.0% | +607.5% |
| All | +714.4% | -9.9% | +724.3% | +733.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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