+708.6%
TLN vs FTV
+38.4%
+670.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +11.0% | +3.9% | +7.1% | +9.7% |
| 30D | +4.9% | +18.7% | -13.8% | -1.0% |
| 3M | +4.9% | +10.0% | -5.1% | +1.5% |
| 6M | +7.1% | +14.6% | -7.4% | +2.0% |
| YTD | +0.3% | +23.4% | -23.1% | -8.2% |
| 1Y | +5.9% | +31.3% | -25.4% | -6.1% |
| 3Y | +578.5% | +39.8% | +538.7% | +505.4% |
| All | +708.6% | +38.4% | +670.2% | +641.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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