-70.4%
FLNC vs TMF
-87.5%
+17.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.9% | -1.4% | -3.4% | -4.6% |
| 30D | -27.3% | -2.8% | -24.4% | -26.8% |
| 3M | -61.9% | -10.9% | -51.0% | -61.0% |
| 6M | -34.5% | -21.3% | -13.2% | -31.4% |
| YTD | -47.7% | -15.9% | -31.8% | -46.1% |
| 1Y | +53.3% | -15.7% | +69.1% | +56.6% |
| 3Y | -62.4% | -43.4% | -19.1% | -59.6% |
| All | -70.4% | -87.5% | +17.1% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling