+64.7%
TMUS vs FLNC
-67.0%
+131.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | +0.1% |
| 7D | -0.3% | +6.0% | -6.2% | -0.2% |
| 30D | +3.1% | -16.3% | +19.5% | +3.1% |
| 3M | +2.4% | -54.1% | +56.5% | +2.5% |
| 6M | -17.1% | -25.3% | +8.2% | -17.3% |
| YTD | -9.1% | -44.2% | +35.1% | -9.3% |
| 1Y | -23.6% | +53.1% | -76.7% | -25.5% |
| 3Y | +38.8% | -58.3% | +97.2% | +38.4% |
| All | +64.7% | -67.0% | +131.7% | +51.2% |
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