-71.6%
FLNC vs TW
+22.4%
-94.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -4.1% | -4.5% | +0.4% | -3.2% |
| 30D | -24.8% | -2.3% | -22.5% | -24.6% |
| 3M | -59.1% | +2.6% | -61.7% | -60.0% |
| 6M | -42.0% | -17.5% | -24.4% | -39.3% |
| YTD | -49.8% | -5.3% | -44.5% | -51.2% |
| 1Y | +43.1% | -14.8% | +57.9% | +46.1% |
| 3Y | -61.0% | +18.8% | -79.8% | -72.5% |
| All | -71.6% | +22.4% | -94.0% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling