-38.8%
TOST vs FLNC
-69.8%
+31.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.3% | +5.8% | -1.1% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | -9.1% | -20.0% | +10.9% | -5.8% |
| 3M | +29.8% | -56.9% | +86.7% | +47.4% |
| 6M | +10.0% | -35.5% | +45.6% | +8.4% |
| YTD | -8.6% | -48.8% | +40.2% | -9.1% |
| 1Y | -20.7% | +49.3% | -70.0% | -44.0% |
| 3Y | +55.7% | -61.8% | +117.5% | +30.2% |
| All | -38.8% | -69.8% | +31.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling