-68.4%
FLNC vs THC
+46.1%
-114.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +9.6% | +0.6% | +12.4% |
| 7D | -2.1% | +8.8% | -10.9% | -0.4% |
| 30D | -20.8% | +12.6% | -33.4% | -18.5% |
| 3M | -61.3% | +15.4% | -76.7% | -59.8% |
| 6M | -50.9% | +57.7% | -108.5% | -43.3% |
| YTD | -69.4% | +47.1% | -116.4% | -63.4% |
| 1Y | -68.4% | +40.7% | -109.1% | -61.9% |
| All | -68.4% | +46.1% | -114.5% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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