-71.1%
FLNC vs TMF
-87.8%
+16.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.7% | -8.0% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | -20.0% | -1.0% | -19.0% | -19.8% |
| 3M | -56.9% | -11.3% | -45.6% | -55.8% |
| 6M | -35.5% | -22.7% | -12.8% | -32.2% |
| YTD | -48.8% | -17.3% | -31.5% | -47.1% |
| 1Y | +49.3% | -22.5% | +71.7% | +55.2% |
| 3Y | -61.8% | -43.2% | -18.6% | -58.9% |
| All | -71.1% | -87.8% | +16.7% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling