-42.0%
FLNC vs TDY
-7.1%
-34.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.4% |
| 7D | -4.1% | -1.1% | -2.9% | -3.1% |
| 30D | -24.8% | -12.0% | -12.7% | -16.1% |
| 3M | -59.1% | -3.2% | -55.9% | -57.2% |
| 6M | -42.0% | -7.9% | -34.1% | -38.3% |
| All | -42.0% | -7.1% | -34.8% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling