-61.0%
FLNC vs TRU
-1.3%
-59.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -4.1% | -2.7% | -1.3% | -3.1% |
| 30D | -24.8% | -2.0% | -22.7% | -24.5% |
| 3M | -59.1% | +18.4% | -77.5% | -63.1% |
| 6M | -42.0% | +8.9% | -50.8% | -45.6% |
| YTD | -49.8% | -8.9% | -40.9% | -49.6% |
| 1Y | +43.1% | -15.9% | +59.0% | +48.4% |
| 3Y | -61.0% | -1.1% | -59.9% | -57.0% |
| All | -61.0% | -1.3% | -59.7% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling