-71.6%
FLNC vs TCOM
+37.3%
-109.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.1% |
| 7D | -4.1% | -4.9% | +0.8% | -2.1% |
| 30D | -24.8% | -14.4% | -10.4% | -20.0% |
| 3M | -59.1% | -17.7% | -41.4% | -56.2% |
| 6M | -42.0% | -25.1% | -16.9% | -35.6% |
| YTD | -49.8% | -45.7% | -4.1% | -37.1% |
| 1Y | +43.1% | -47.9% | +90.9% | +82.0% |
| 3Y | -61.0% | +8.9% | -69.9% | -64.0% |
| All | -71.6% | +37.3% | -109.0% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling