+53.3%
FLNC vs TXT
-1.0%
+54.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -4.9% | -4.8% | -0.1% | -3.6% |
| 30D | -27.3% | -10.6% | -16.7% | -25.0% |
| 3M | -61.9% | -13.2% | -48.7% | -60.3% |
| 6M | -34.5% | -20.3% | -14.1% | -30.8% |
| YTD | -47.7% | -9.3% | -38.4% | -50.7% |
| 1Y | +53.3% | -2.7% | +56.0% | +39.7% |
| All | +53.3% | -1.0% | +54.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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