-39.5%
TOST vs FLNC
-70.4%
+30.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | -5.4% | -4.1% | -1.3% | -4.8% |
| 30D | -5.7% | -24.8% | +19.1% | -1.3% |
| 3M | +30.1% | -59.1% | +89.2% | +49.3% |
| 6M | +11.9% | -42.0% | +53.9% | +12.8% |
| YTD | -9.5% | -49.8% | +40.3% | -9.8% |
| 1Y | -21.3% | +43.1% | -64.3% | -43.8% |
| 3Y | +50.7% | -61.0% | +111.6% | +24.6% |
| All | -39.5% | -70.4% | +30.9% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling