+587.5%
TLN vs FND
-48.9%
+636.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | -6.9% | -19.6% | +12.7% | -3.1% |
| 3M | -10.9% | -4.3% | -6.5% | -11.2% |
| 6M | -4.6% | -20.4% | +15.8% | -1.9% |
| YTD | -14.7% | -21.9% | +7.1% | -12.0% |
| 1Y | -17.9% | -45.2% | +27.3% | -10.2% |
| 3Y | +483.9% | -49.2% | +533.1% | +531.6% |
| All | +587.5% | -48.9% | +636.4% | +651.9% |
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