+57.8%
TEL vs FLNC
-70.4%
+128.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.3% |
| 7D | +1.6% | -4.1% | +5.6% | +1.9% |
| 30D | -0.7% | -24.8% | +24.1% | +2.2% |
| 3M | +2.4% | -59.1% | +61.5% | +11.6% |
| 6M | +4.1% | -42.0% | +46.1% | +5.7% |
| YTD | -5.8% | -49.8% | +44.0% | -4.1% |
| 1Y | +0.9% | +43.1% | -42.2% | -11.9% |
| 3Y | +72.6% | -61.0% | +133.6% | +60.1% |
| All | +57.8% | -70.4% | +128.1% | +38.8% |
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