+587.5%
TLN vs FLR
+101.4%
+486.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.6% |
| 7D | +5.8% | -3.1% | +9.0% | +7.2% |
| 30D | -6.9% | +4.9% | -11.8% | -8.8% |
| 3M | -10.9% | +10.8% | -21.7% | -15.3% |
| 6M | -4.6% | +19.7% | -24.3% | -12.8% |
| YTD | -14.7% | +38.4% | -53.1% | -26.6% |
| 1Y | -17.9% | +34.7% | -52.6% | -29.0% |
| 3Y | +483.9% | +56.7% | +427.2% | +404.7% |
| All | +587.5% | +101.4% | +486.0% | +491.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling