+255.7%
TPR vs FLNC
-69.1%
+324.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -2.3% | -4.9% | +2.6% | -1.9% |
| 30D | -23.0% | -27.3% | +4.3% | -20.8% |
| 3M | -12.5% | -61.9% | +49.4% | -5.2% |
| 6M | -21.4% | -34.5% | +13.1% | -22.1% |
| YTD | -3.5% | -47.7% | +44.2% | -4.4% |
| 1Y | +17.4% | +53.3% | -36.0% | -4.1% |
| 3Y | +291.3% | -62.4% | +353.7% | +253.7% |
| All | +255.7% | -69.1% | +324.8% | +208.9% |
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