+578.5%
TLN vs FGI
-16.0%
+594.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -25.2% | +22.4% | -2.8% |
| 7D | +11.0% | -14.4% | +25.4% | +11.0% |
| 30D | +4.9% | -11.8% | +16.7% | +4.9% |
| 3M | +4.9% | -46.2% | +51.2% | +4.7% |
| 6M | +7.1% | +5.2% | +1.9% | +7.5% |
| YTD | +0.3% | +10.5% | -10.2% | +0.3% |
| 1Y | +5.9% | +25.5% | -19.6% | +6.2% |
| 3Y | +578.5% | -16.0% | +594.5% | +594.1% |
| All | +578.5% | -16.0% | +594.5% | +594.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling