-70.8%
FLNC vs TDY
+24.0%
-94.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -4.8% | +14.9% | +15.0% |
| 7D | -2.1% | -5.0% | +2.9% | +2.6% |
| 30D | -20.8% | +2.0% | -22.8% | -23.2% |
| 3M | -61.3% | -7.7% | -53.6% | -58.2% |
| 6M | -50.9% | -0.9% | -50.0% | -50.9% |
| YTD | -69.4% | +23.7% | -93.1% | -81.5% |
| All | -70.8% | +24.0% | -94.7% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling