+731.6%
TLN vs FLR
+81.9%
+649.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.1% |
| 7D | +22.3% | +10.1% | +12.2% | +17.3% |
| 30D | +1.2% | -0.5% | +1.7% | +1.6% |
| 3M | +5.9% | -4.8% | +10.7% | +8.2% |
| 6M | +3.2% | +10.7% | -7.5% | -1.7% |
| YTD | +3.2% | +25.0% | -21.8% | -7.2% |
| 1Y | +5.2% | +8.3% | -3.1% | +0.1% |
| 3Y | +606.3% | +36.8% | +569.4% | +538.2% |
| All | +731.6% | +81.9% | +649.6% | +647.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling