+476.4%
TLN vs FTV
-0.9%
+477.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.7% | +4.1% |
| 7D | +7.1% | -4.5% | +11.5% | +8.7% |
| 30D | -3.9% | -7.1% | +3.2% | -1.4% |
| 3M | -16.2% | -7.2% | -9.0% | -14.2% |
| 6M | -5.8% | -1.5% | -4.3% | -6.0% |
| YTD | -15.4% | +3.5% | -18.9% | -17.8% |
| 1Y | -16.7% | +20.3% | -37.0% | -25.5% |
| All | +476.4% | -0.9% | +477.3% | +458.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling