-72.3%
FLNC vs TXG
-58.4%
-13.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.9% | -3.6% |
| 7D | -5.0% | +5.0% | -10.0% | -7.3% |
| 30D | -26.1% | +13.5% | -39.6% | -30.8% |
| 3M | -55.2% | +128.0% | -183.2% | -70.8% |
| 6M | -42.6% | +224.4% | -267.0% | -69.6% |
| YTD | -51.0% | +307.0% | -358.0% | -77.2% |
| 1Y | +43.3% | +427.2% | -383.9% | -43.4% |
| 3Y | -63.4% | +40.2% | -103.6% | -73.4% |
| All | -72.3% | -58.4% | -13.9% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling