+580.1%
TLN vs FGI
-15.7%
+595.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -9.4% | -11.6% | +2.2% | -9.4% |
| 30D | -15.2% | -3.3% | -12.0% | -15.3% |
| 3M | -4.1% | +65.6% | -69.7% | -3.7% |
| 6M | -17.8% | -2.8% | -15.1% | -17.5% |
| YTD | -15.6% | +30.1% | -45.8% | -15.6% |
| 1Y | -21.6% | +50.2% | -71.8% | -21.4% |
| 3Y | +497.6% | -0.4% | +498.0% | +511.1% |
| All | +580.1% | -15.7% | +595.8% | +596.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling