-58.9%
FLNC vs TLN
+571.8%
-630.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.1% |
| 7D | -5.0% | +2.0% | -7.0% | -5.7% |
| 30D | -26.1% | -12.9% | -13.1% | -21.4% |
| 3M | -55.2% | -7.4% | -47.7% | -53.2% |
| 6M | -42.6% | -6.0% | -36.6% | -41.5% |
| YTD | -51.0% | -16.9% | -34.1% | -47.9% |
| 1Y | +43.3% | -22.6% | +66.0% | +59.0% |
| 3Y | -63.4% | +469.0% | -532.4% | -79.6% |
| All | -58.9% | +571.8% | -630.7% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling