+60.6%
TMUS vs FLNC
-71.1%
+131.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.1% |
| 7D | -5.8% | -5.0% | -0.8% | -5.8% |
| 30D | -0.2% | -26.1% | +25.9% | -0.3% |
| 3M | -4.0% | -55.2% | +51.2% | -4.0% |
| 6M | -18.1% | -42.6% | +24.5% | -18.3% |
| YTD | -11.3% | -51.0% | +39.7% | -11.6% |
| 1Y | -24.7% | +43.3% | -68.1% | -26.7% |
| 3Y | +35.4% | -63.4% | +98.8% | +35.0% |
| All | +60.6% | -71.1% | +131.6% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling