+43.1%
TJX vs FLNC
-62.9%
+105.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -4.6% | -4.1% | -0.5% | -4.6% |
| 30D | -17.2% | -24.8% | +7.6% | -17.0% |
| 3M | -24.9% | -59.1% | +34.2% | -24.4% |
| 6M | -19.7% | -42.0% | +22.3% | -19.9% |
| YTD | -17.2% | -49.8% | +32.6% | -17.6% |
| 1Y | -9.4% | +43.1% | -52.5% | -13.1% |
| 3Y | +43.1% | -61.0% | +104.0% | +40.8% |
| All | +43.1% | -62.9% | +105.9% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling