-17.3%
TLN vs FND
-10.3%
-7.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +10.9% | -19.5% | -9.7% |
| 7D | -6.0% | +12.3% | -18.4% | -7.5% |
| 30D | -1.5% | +14.7% | -16.3% | -3.5% |
| 3M | -3.9% | -12.0% | +8.1% | -0.9% |
| 6M | -15.0% | +10.8% | -25.8% | -18.8% |
| YTD | -12.8% | -12.3% | -0.5% | -10.0% |
| 1Y | -17.3% | -13.4% | -3.9% | -14.3% |
| All | -17.3% | -10.3% | -7.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling