-72.3%
FLNC vs TRU
-28.2%
-44.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.0% | -9.4% | +4.4% | +0.8% |
| 30D | -26.1% | -4.1% | -22.0% | -24.7% |
| 3M | -55.2% | +13.6% | -68.8% | -60.8% |
| 6M | -42.6% | +3.6% | -46.2% | -46.5% |
| YTD | -51.0% | -9.8% | -41.2% | -51.2% |
| 1Y | +43.3% | -13.6% | +57.0% | +45.7% |
| 3Y | -63.4% | -2.0% | -61.5% | -68.6% |
| All | -72.3% | -28.2% | -44.1% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling