-68.4%
FLNC vs TRU
+2.1%
-70.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +4.6% | +5.6% | +10.0% |
| 7D | -2.1% | +10.5% | -12.6% | -2.5% |
| 30D | -20.8% | +28.7% | -49.5% | -22.4% |
| 3M | -61.3% | +0.7% | -62.0% | -61.6% |
| 6M | -50.9% | +19.3% | -70.2% | -52.0% |
| YTD | -69.4% | -3.7% | -65.6% | -68.8% |
| 1Y | -68.4% | +3.4% | -71.8% | -68.2% |
| All | -68.4% | +2.1% | -70.5% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling