-53.2%
FLNC vs TLN
+602.5%
-655.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +5.5% |
| 7D | +6.0% | +10.9% | -5.0% | +1.3% |
| 30D | -16.3% | -6.3% | -10.0% | -13.9% |
| 3M | -54.1% | -10.7% | -43.4% | -51.5% |
| 6M | -25.3% | +1.6% | -26.9% | -26.4% |
| YTD | -44.2% | -13.1% | -31.1% | -41.8% |
| 1Y | +53.1% | -15.1% | +68.2% | +64.0% |
| 3Y | -58.3% | +495.0% | -553.3% | -77.3% |
| All | -53.2% | +602.5% | -655.6% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling