+575.3%
TLN vs FGI
0.0%
+575.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.2% |
| 7D | +9.1% | -1.4% | +10.4% | +9.0% |
| 30D | -4.1% | -3.2% | -0.9% | -4.1% |
| 3M | +4.4% | +64.1% | -59.7% | +4.9% |
| 6M | -6.0% | +17.2% | -23.2% | -5.6% |
| YTD | -3.1% | +31.6% | -34.7% | -3.1% |
| 1Y | -6.1% | +45.1% | -51.1% | -5.8% |
| 3Y | +575.3% | -2.0% | +577.3% | +593.5% |
| All | +575.3% | 0.0% | +575.3% | +593.5% |
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