+714.4%
TLN vs FLR
+86.0%
+628.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +15.9% | +6.3% | +9.6% | +12.9% |
| 30D | -0.3% | +1.8% | -2.1% | -0.9% |
| 3M | +5.8% | -4.4% | +10.2% | +7.8% |
| 6M | -1.2% | +15.9% | -17.1% | -7.7% |
| YTD | +1.0% | +27.7% | -26.7% | -10.0% |
| 1Y | +1.1% | +11.6% | -10.5% | -5.0% |
| 3Y | +591.7% | +39.9% | +551.8% | +519.3% |
| All | +714.4% | +86.0% | +628.5% | +625.3% |
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