-17.4%
TOST vs FLNC
+53.3%
-70.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -3.4% | -4.9% | +1.5% | -3.4% |
| 30D | -2.4% | -27.3% | +24.8% | -2.2% |
| 3M | +34.6% | -61.9% | +96.5% | +36.2% |
| 6M | +15.2% | -34.5% | +49.7% | +14.7% |
| YTD | -4.4% | -47.7% | +43.3% | -4.3% |
| 1Y | -17.4% | +53.3% | -70.8% | -14.2% |
| All | -17.4% | +53.3% | -70.8% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling