+731.6%
TLN vs FND
-47.6%
+779.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +2.8% |
| 7D | +22.3% | -5.1% | +27.4% | +23.2% |
| 30D | +1.2% | +9.2% | -8.0% | -0.8% |
| 3M | +5.9% | -17.7% | +23.6% | +9.1% |
| 6M | +3.2% | +2.5% | +0.7% | +0.9% |
| YTD | +3.2% | -19.8% | +23.0% | +5.4% |
| 1Y | +5.2% | -22.7% | +27.9% | +8.1% |
| 3Y | +606.3% | -38.3% | +644.6% | +641.2% |
| All | +731.6% | -47.6% | +779.1% | +800.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling