+12.3%
TPR vs FLNC
+46.9%
-34.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.3% |
| 7D | -3.0% | -4.1% | +1.1% | -3.0% |
| 30D | -22.6% | -24.8% | +2.1% | -22.9% |
| 3M | -18.2% | -59.1% | +40.9% | -19.0% |
| 6M | -18.0% | -42.0% | +24.0% | -17.1% |
| YTD | -6.4% | -49.8% | +43.4% | -8.5% |
| 1Y | +12.3% | +43.1% | -30.8% | +7.4% |
| All | +12.3% | +46.9% | -34.6% | +7.4% |
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 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