+559.7%
TLN vs FLR
+47.2%
+512.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +1.1% | +5.1% | -4.0% | -1.2% |
| 30D | -4.6% | -0.5% | -4.1% | -4.2% |
| 3M | +5.2% | -3.5% | +8.7% | +6.9% |
| 6M | -6.5% | +16.5% | -23.0% | -13.7% |
| YTD | -3.6% | +27.3% | -30.9% | -15.7% |
| 1Y | -8.2% | +10.6% | -18.9% | -14.4% |
| 3Y | +559.7% | +39.4% | +520.3% | +461.7% |
| All | +559.7% | +47.2% | +512.5% | +461.7% |
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