+19.3%
TPR vs FLNC
-69.0%
+88.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.2% | -6.6% | +3.8% |
| 7D | +12.6% | -2.1% | +14.7% | +12.6% |
| 30D | +7.1% | -20.8% | +27.9% | +6.5% |
| 3M | -19.4% | -61.3% | +42.0% | -21.5% |
| 6M | -9.7% | -50.9% | +41.1% | -9.8% |
| YTD | -1.0% | -69.4% | +68.4% | -7.4% |
| 1Y | +19.3% | -68.4% | +87.7% | +8.5% |
| All | +19.3% | -69.0% | +88.3% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling