-35.7%
TOST vs FLNC
-84.8%
+49.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.8% |
| 7D | -3.6% | -16.2% | +12.6% | -1.0% |
| 30D | +8.9% | -28.1% | +37.0% | +14.3% |
| 3M | -2.2% | -61.3% | +59.0% | +13.4% |
| 6M | +41.0% | -79.9% | +120.8% | +76.3% |
| YTD | -4.0% | -74.3% | +70.3% | +6.2% |
| 1Y | -9.6% | -75.5% | +65.9% | -0.9% |
| 3Y | +141.7% | -70.4% | +212.1% | +92.9% |
| 5Y | -29.5% | -86.4% | +56.9% | -36.4% |
| All | -35.7% | -84.8% | +49.1% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling