-71.1%
FLNC vs TRMB
-33.3%
-37.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.3% | -6.0% | -6.4% |
| 7D | -4.2% | -2.9% | -1.3% | -1.8% |
| 30D | -20.0% | -1.8% | -18.2% | -19.2% |
| 3M | -56.9% | +8.4% | -65.3% | -60.8% |
| 6M | -35.5% | -18.5% | -17.0% | -25.8% |
| YTD | -48.8% | -26.7% | -22.1% | -35.5% |
| 1Y | +49.3% | -28.3% | +77.6% | +96.1% |
| 3Y | -61.8% | +12.6% | -74.4% | -69.9% |
| All | -71.1% | -33.3% | -37.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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