+53.3%
FLNC vs TXG
+372.5%
-319.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | -4.9% | +1.8% | -6.7% | -5.5% |
| 30D | -27.3% | +32.0% | -59.3% | -34.6% |
| 3M | -61.9% | +87.0% | -148.9% | -69.4% |
| 6M | -34.5% | +180.1% | -214.6% | -53.6% |
| YTD | -47.7% | +284.1% | -331.8% | -67.9% |
| 1Y | +53.3% | +361.7% | -308.3% | -14.3% |
| All | +53.3% | +372.5% | -319.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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