-68.5%
FLNC vs THC
+265.6%
-334.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +8.9% | +7.4% |
| 7D | +6.0% | -2.6% | +8.5% | +6.8% |
| 30D | -16.3% | -1.2% | -15.2% | -16.3% |
| 3M | -54.1% | +58.9% | -113.1% | -62.5% |
| 6M | -25.3% | +9.3% | -34.6% | -29.6% |
| YTD | -44.2% | +30.4% | -74.6% | -52.3% |
| 1Y | +53.1% | +34.6% | +18.5% | +28.1% |
| 3Y | -58.3% | +246.7% | -305.0% | -79.5% |
| All | -68.5% | +265.6% | -334.1% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling