-71.6%
FLNC vs TMF
-31.3%
-40.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.4% | -5.5% |
| 7D | -7.1% | -8.2% | +1.1% | -4.7% |
| 30D | -30.2% | +5.3% | -35.5% | -31.3% |
| 3M | -64.1% | -8.5% | -55.7% | -63.3% |
| 6M | -77.7% | -17.2% | -60.6% | -76.5% |
| YTD | -76.1% | -23.4% | -52.7% | -74.4% |
| 1Y | -75.4% | -30.2% | -45.1% | -72.9% |
| All | -71.6% | -31.3% | -40.3% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling