-71.6%
FLNC vs TDY
+33.5%
-105.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.2% |
| 7D | -4.1% | -1.1% | -2.9% | -2.9% |
| 30D | -24.8% | -12.0% | -12.7% | -14.0% |
| 3M | -59.1% | -3.2% | -55.9% | -57.4% |
| 6M | -42.0% | -7.9% | -34.1% | -36.7% |
| YTD | -49.8% | +18.2% | -68.0% | -58.2% |
| 1Y | +43.1% | +6.7% | +36.4% | +33.6% |
| 3Y | -61.0% | +47.5% | -108.5% | -75.5% |
| All | -71.6% | +33.5% | -105.1% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling