-16.7%
TLN vs FLR
+31.2%
-47.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.1% | +4.8% |
| 7D | +7.1% | +5.4% | +1.6% | +4.3% |
| 30D | -3.9% | +11.4% | -15.3% | -9.6% |
| 3M | -16.2% | +11.4% | -27.6% | -21.0% |
| 6M | -5.8% | +16.6% | -22.5% | -14.4% |
| YTD | -15.4% | +41.7% | -57.1% | -30.0% |
| 1Y | -16.7% | +35.4% | -52.1% | -30.8% |
| All | -16.7% | +31.2% | -47.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling