+581.7%
TLN vs FGI
-15.8%
+597.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.5% | -3.8% | +3.8% |
| 7D | +7.1% | +0.5% | +6.5% | +7.1% |
| 30D | -3.9% | +65.4% | -69.3% | -3.5% |
| 3M | -16.2% | +23.5% | -39.7% | -15.8% |
| 6M | -5.8% | +60.5% | -66.3% | -5.8% |
| YTD | -15.4% | +30.0% | -45.4% | -15.4% |
| 1Y | -16.7% | +82.1% | -98.7% | -16.1% |
| 3Y | +473.8% | -4.4% | +478.1% | +488.2% |
| All | +581.7% | -15.8% | +597.5% | +597.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling