-71.1%
FLNC vs TXT
+12.9%
-84.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.4% | -8.8% | -8.7% |
| 7D | -4.2% | +0.8% | -5.0% | -4.9% |
| 30D | -20.0% | -10.4% | -9.6% | -12.2% |
| 3M | -56.9% | -14.3% | -42.5% | -50.7% |
| 6M | -35.5% | -15.1% | -20.4% | -27.1% |
| YTD | -48.8% | -8.3% | -40.5% | -48.2% |
| 1Y | +49.3% | -0.7% | +50.0% | +40.4% |
| 3Y | -61.8% | +6.0% | -67.8% | -68.2% |
| All | -71.1% | +12.9% | -84.0% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling