+53.3%
FLNC vs TW
-15.9%
+69.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +2.2% |
| 7D | -4.9% | -2.3% | -2.5% | -6.9% |
| 30D | -27.3% | +3.9% | -31.2% | -24.2% |
| 3M | -61.9% | +5.7% | -67.6% | -59.1% |
| 6M | -34.5% | -14.5% | -20.0% | -42.4% |
| YTD | -47.7% | -0.9% | -46.8% | -36.8% |
| 1Y | +53.3% | -13.5% | +66.8% | +23.1% |
| All | +53.3% | -15.9% | +69.2% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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