+3.2%
TLN vs FLR
+14.6%
-11.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.4% |
| 7D | +22.3% | +10.1% | +12.2% | +15.7% |
| 30D | +1.2% | -0.5% | +1.7% | +1.1% |
| 3M | +5.9% | -4.8% | +10.7% | +7.9% |
| 6M | +3.2% | +10.7% | -7.5% | -4.9% |
| All | +3.2% | +14.6% | -11.4% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling