-60.2%
FLNC vs TMF
-42.1%
-18.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.7% | -7.8% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | -20.0% | -1.0% | -19.0% | -19.7% |
| 3M | -56.9% | -11.3% | -45.6% | -55.2% |
| 6M | -35.5% | -22.7% | -12.8% | -30.5% |
| YTD | -48.8% | -17.3% | -31.5% | -46.2% |
| 1Y | +49.3% | -22.5% | +71.7% | +57.9% |
| All | -60.2% | -42.1% | -18.2% | -55.4% |
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 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