+298.7%
TPR vs FLNC
-62.9%
+361.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.1% |
| 7D | -3.0% | -4.1% | +1.1% | -2.8% |
| 30D | -22.6% | -24.8% | +2.1% | -21.6% |
| 3M | -18.2% | -59.1% | +40.9% | -14.7% |
| 6M | -18.0% | -42.0% | +24.0% | -17.5% |
| YTD | -6.4% | -49.8% | +43.4% | -7.2% |
| 1Y | +12.3% | +43.1% | -30.8% | -3.8% |
| 3Y | +298.7% | -61.0% | +359.6% | +264.0% |
| All | +298.7% | -62.9% | +361.5% | +264.0% |
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