-33.5%
TLT vs FLNC
-67.0%
+33.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -0.1% |
| 7D | +0.4% | +6.0% | -5.5% | +0.3% |
| 30D | -0.3% | -16.3% | +16.0% | 0.0% |
| 3M | -1.7% | -54.1% | +52.4% | -0.7% |
| 6M | -4.9% | -25.3% | +20.4% | -5.0% |
| YTD | -2.8% | -44.2% | +41.4% | -2.7% |
| 1Y | -4.2% | +53.1% | -57.3% | -6.8% |
| 3Y | -1.1% | -58.3% | +57.2% | -2.7% |
| All | -33.5% | -67.0% | +33.6% | -35.9% |
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