-2.1%
TLT vs FLNC
-63.7%
+61.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.1% |
| 7D | -1.6% | -5.0% | +3.4% | -1.5% |
| 30D | -1.3% | -26.1% | +24.7% | -0.9% |
| 3M | -3.7% | -55.2% | +51.5% | -2.7% |
| 6M | -6.4% | -42.6% | +36.2% | -6.0% |
| YTD | -4.5% | -51.0% | +46.5% | -4.2% |
| 1Y | -5.9% | +43.3% | -49.2% | -9.3% |
| All | -2.1% | -63.7% | +61.6% | -1.5% |
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 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