+575.3%
TLN vs FND
-33.5%
+608.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.2% | +6.6% |
| 7D | +9.1% | +8.5% | +0.5% | +7.4% |
| 30D | -4.1% | +17.2% | -21.3% | -7.0% |
| 3M | +4.4% | -14.9% | +19.4% | +7.4% |
| 6M | -6.0% | +3.1% | -9.1% | -8.0% |
| YTD | -3.1% | -12.4% | +9.3% | -2.2% |
| 1Y | -6.1% | -10.0% | +3.9% | -5.8% |
| 3Y | +575.3% | -31.3% | +606.7% | +612.7% |
| All | +575.3% | -33.5% | +608.8% | +612.7% |
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