+118.3%
TDG vs FLNC
-70.4%
+188.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +1.0% |
| 7D | -1.9% | -4.1% | +2.2% | -1.6% |
| 30D | -7.7% | -24.8% | +17.1% | -6.1% |
| 3M | -9.3% | -59.1% | +49.8% | -4.5% |
| 6M | -9.4% | -42.0% | +32.6% | -8.6% |
| YTD | -14.3% | -49.8% | +35.5% | -13.7% |
| 1Y | -11.8% | +43.1% | -54.9% | -21.3% |
| 3Y | +52.0% | -61.0% | +112.9% | +43.0% |
| All | +118.3% | -70.4% | +188.7% | +83.1% |
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