+237.4%
TPR vs FLNC
-71.1%
+308.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.3% |
| 7D | -5.1% | -5.0% | -0.1% | -4.8% |
| 30D | -27.6% | -26.1% | -1.5% | -25.7% |
| 3M | -17.5% | -55.2% | +37.7% | -11.9% |
| 6M | -21.3% | -42.6% | +21.3% | -20.9% |
| YTD | -8.5% | -51.0% | +42.5% | -8.8% |
| 1Y | +11.5% | +43.3% | -31.9% | -8.3% |
| 3Y | +288.0% | -63.4% | +351.4% | +250.3% |
| All | +237.4% | -71.1% | +308.5% | +194.7% |
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