+495.0%
TLN vs FND
-49.6%
+544.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.6% | +7.4% | +3.6% |
| 7D | +10.9% | +0.4% | +10.5% | +10.8% |
| 30D | -6.3% | -23.6% | +17.3% | -1.7% |
| 3M | -10.7% | +4.3% | -15.0% | -12.7% |
| 6M | +1.6% | -20.3% | +21.9% | +4.4% |
| YTD | -13.1% | -21.3% | +8.2% | -10.4% |
| 1Y | -15.1% | -45.4% | +30.3% | -6.9% |
| 3Y | +495.0% | -48.9% | +543.9% | +544.5% |
| All | +495.0% | -49.6% | +544.6% | +544.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling