+45.9%
TEM vs FLNC
-55.0%
+101.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.5% |
| 7D | -9.2% | -5.0% | -4.2% | -8.5% |
| 30D | +5.5% | -26.1% | +31.6% | +10.3% |
| 3M | +18.7% | -55.2% | +73.9% | +32.0% |
| 6M | +15.4% | -42.6% | +58.0% | +20.4% |
| YTD | -0.5% | -51.0% | +50.5% | +3.6% |
| 1Y | -24.8% | +43.3% | -68.2% | -38.2% |
| All | +45.9% | -55.0% | +101.0% | +36.5% |
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