+43.1%
FLNC vs THC
+37.3%
+5.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -4.1% | -0.5% | -3.5% | -4.0% |
| 30D | -24.8% | -1.2% | -23.6% | -24.8% |
| 3M | -59.1% | +52.3% | -111.4% | -55.6% |
| 6M | -42.0% | +12.4% | -54.4% | -35.9% |
| YTD | -49.8% | +32.7% | -82.5% | -43.8% |
| 1Y | +43.1% | +36.4% | +6.7% | +60.5% |
| All | +43.1% | +37.3% | +5.7% | +60.5% |
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