-19.7%
TSCO vs FLNC
-62.9%
+43.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.6% |
| 7D | -5.7% | -4.1% | -1.6% | -5.6% |
| 30D | -8.8% | -24.8% | +16.0% | -8.2% |
| 3M | +6.3% | -59.1% | +65.4% | +8.4% |
| 6M | -32.3% | -42.0% | +9.7% | -32.1% |
| YTD | -32.7% | -49.8% | +17.1% | -32.6% |
| 1Y | -43.7% | +43.1% | -86.8% | -47.2% |
| 3Y | -19.7% | -61.0% | +41.3% | -23.6% |
| All | -19.7% | -62.9% | +43.2% | -23.6% |
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