+43.1%
FLNC vs TLN
-23.3%
+66.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | -4.1% | -1.3% | -2.7% | -2.9% |
| 30D | -24.8% | -14.3% | -10.4% | -15.7% |
| 3M | -59.1% | -9.3% | -49.8% | -55.9% |
| 6M | -42.0% | -1.1% | -40.9% | -45.2% |
| YTD | -49.8% | -16.6% | -33.2% | -47.2% |
| 1Y | +43.1% | -22.0% | +65.1% | +86.8% |
| All | +43.1% | -23.3% | +66.4% | +86.8% |
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