-71.6%
FLNC vs TXT
+14.5%
-86.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +0.5% |
| 7D | -4.1% | +2.4% | -6.5% | -6.0% |
| 30D | -24.8% | -8.9% | -15.9% | -18.5% |
| 3M | -59.1% | -13.6% | -45.5% | -53.8% |
| 6M | -42.0% | -13.1% | -28.8% | -35.6% |
| YTD | -49.8% | -7.0% | -42.8% | -49.7% |
| 1Y | +43.1% | -1.4% | +44.5% | +35.9% |
| 3Y | -61.0% | +6.9% | -67.9% | -67.7% |
| All | -71.6% | +14.5% | -86.1% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling