-61.0%
FLNC vs TXG
+43.8%
-104.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.9% | +1.1% |
| 7D | -4.1% | +9.5% | -13.5% | -7.7% |
| 30D | -24.8% | +18.8% | -43.5% | -30.4% |
| 3M | -59.1% | +136.1% | -195.2% | -72.4% |
| 6M | -42.0% | +235.2% | -277.2% | -67.3% |
| YTD | -49.8% | +320.5% | -370.3% | -74.9% |
| 1Y | +43.1% | +425.2% | -382.1% | -37.6% |
| 3Y | -61.0% | +42.9% | -103.8% | -64.9% |
| All | -61.0% | +43.8% | -104.7% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling