-5.8%
TDG vs FLNC
-69.0%
+63.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.2% | -9.5% | +0.6% |
| 7D | +7.1% | -2.1% | +9.2% | +7.1% |
| 30D | +11.4% | -20.8% | +32.2% | +11.8% |
| 3M | -4.6% | -61.3% | +56.8% | -3.2% |
| 6M | +5.8% | -50.9% | +56.7% | +6.3% |
| YTD | -8.5% | -69.4% | +60.9% | -8.4% |
| 1Y | -5.8% | -68.4% | +62.6% | -5.2% |
| All | -5.8% | -69.0% | +63.1% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling