+495.0%
TLN vs FLR
+60.4%
+434.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.4% |
| 7D | +10.9% | +0.7% | +10.3% | +10.5% |
| 30D | -6.3% | -0.7% | -5.6% | -6.3% |
| 3M | -10.7% | +14.3% | -25.0% | -16.6% |
| 6M | +1.6% | +25.6% | -24.0% | -9.7% |
| YTD | -13.1% | +42.9% | -56.0% | -27.2% |
| 1Y | -15.1% | +38.7% | -53.8% | -28.4% |
| 3Y | +495.0% | +61.8% | +433.2% | +397.0% |
| All | +495.0% | +60.4% | +434.6% | +397.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling