diff --git a/alphalens/tears.py b/alphalens/tears.py
index 5616dd1e..dc10bfe4 100644
--- a/alphalens/tears.py
+++ b/alphalens/tears.py
@@ -429,9 +429,9 @@ def create_turnover_tear_sheet(factor_data, turnover_periods=None):
     """
 
     if turnover_periods is None:
-        input_periods = utils.get_forward_returns_columns(
+        input_periods = list(utils.get_forward_returns_columns(
             factor_data.columns, require_exact_day_multiple=True,
-        ).get_values()
+        ))
         turnover_periods = utils.timedelta_strings_to_integers(input_periods)
     else:
         turnover_periods = utils.timedelta_strings_to_integers(