+71.8%
T vs FLNC
-69.8%
+141.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.6% | -1.8% |
| 7D | -3.1% | -4.2% | +1.1% | -3.1% |
| 30D | +4.6% | -20.0% | +24.6% | +4.4% |
| 3M | +12.2% | -56.9% | +69.1% | +11.6% |
| 6M | -6.5% | -35.5% | +29.1% | -6.7% |
| YTD | +4.9% | -48.8% | +53.7% | +4.6% |
| 1Y | -10.5% | +49.3% | -59.7% | -11.2% |
| 3Y | +104.6% | -61.8% | +166.4% | +105.4% |
| All | +71.8% | -69.8% | +141.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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