+155.4%
TRV vs FLNC
-70.4%
+225.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.1% |
| 7D | +1.9% | -4.1% | +6.0% | +1.9% |
| 30D | +1.7% | -24.8% | +26.5% | +1.5% |
| 3M | +23.9% | -59.1% | +83.0% | +23.3% |
| 6M | +26.3% | -42.0% | +68.2% | +25.9% |
| YTD | +30.8% | -49.8% | +80.6% | +30.2% |
| 1Y | +36.3% | +43.1% | -6.8% | +34.5% |
| 3Y | +145.0% | -61.0% | +206.0% | +142.4% |
| All | +155.4% | -70.4% | +225.7% | +160.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling