-86.6%
FLNC vs TMF
-88.8%
+2.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -11.2% | -9.3% | -1.9% | -9.4% |
| 30D | -24.6% | +1.9% | -26.6% | -25.0% |
| 3M | -64.6% | -11.2% | -53.4% | -63.8% |
| 6M | -78.8% | -17.7% | -61.1% | -78.0% |
| YTD | -76.3% | -24.5% | -51.9% | -75.1% |
| 1Y | -71.2% | -29.4% | -41.8% | -69.4% |
| 3Y | -71.9% | -33.4% | -38.5% | -70.2% |
| 5Y | -87.5% | -88.7% | +1.2% | -88.3% |
| All | -86.6% | -88.8% | +2.2% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling