-68.4%
FLNC vs TLN
-17.6%
-50.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -8.5% | +18.7% | +15.1% |
| 7D | -2.1% | -6.0% | +3.9% | +0.7% |
| 30D | -20.8% | -1.5% | -19.3% | -21.2% |
| 3M | -61.3% | -3.9% | -57.4% | -61.1% |
| 6M | -50.9% | -15.0% | -35.8% | -47.7% |
| YTD | -69.4% | -12.8% | -56.5% | -69.5% |
| 1Y | -68.4% | -17.3% | -51.1% | -65.4% |
| All | -68.4% | -17.6% | -50.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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