-42.6%
FLNC vs TXG
+215.5%
-258.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.9% | -3.8% |
| 7D | -5.0% | +5.0% | -10.0% | -6.5% |
| 30D | -26.1% | +13.5% | -39.6% | -29.1% |
| 3M | -55.2% | +128.0% | -183.2% | -64.6% |
| 6M | -42.6% | +224.4% | -267.0% | -55.0% |
| All | -42.6% | +215.5% | -258.1% | -55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling