+59.7%
TOST vs FLNC
-59.3%
+119.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.7% | -8.6% | -2.5% |
| 7D | -0.9% | +6.0% | -6.8% | -1.4% |
| 30D | -3.5% | -16.3% | +12.9% | -2.3% |
| 3M | +38.1% | -54.1% | +92.3% | +45.8% |
| 6M | +9.9% | -25.3% | +35.2% | +7.8% |
| YTD | -6.3% | -44.2% | +37.9% | -6.9% |
| 1Y | -18.3% | +53.1% | -71.4% | -31.8% |
| 3Y | +59.7% | -58.3% | +118.0% | +46.8% |
| All | +59.7% | -59.3% | +119.0% | +46.8% |
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