+107.8%
TJX vs FLNC
-70.4%
+178.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -4.6% | -4.1% | -0.5% | -4.5% |
| 30D | -17.2% | -24.8% | +7.6% | -16.4% |
| 3M | -24.9% | -59.1% | +34.2% | -22.6% |
| 6M | -19.7% | -42.0% | +22.3% | -19.6% |
| YTD | -17.2% | -49.8% | +32.6% | -17.2% |
| 1Y | -9.4% | +43.1% | -52.5% | -16.4% |
| 3Y | +43.1% | -61.0% | +104.0% | +37.0% |
| All | +107.8% | -70.4% | +178.1% | +84.8% |
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