+146.9%
TOST vs FLNC
-70.1%
+217.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | -3.6% | -16.2% | +12.6% | -2.5% |
| 30D | +8.9% | -28.1% | +37.0% | +11.1% |
| 3M | -2.2% | -61.3% | +59.0% | +3.8% |
| 6M | +41.0% | -79.9% | +120.8% | +54.4% |
| YTD | -4.0% | -74.3% | +70.3% | +0.3% |
| 1Y | -9.6% | -75.5% | +65.9% | -5.8% |
| All | +146.9% | -70.1% | +217.0% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling