-46.0%
TSLL vs FLNC
-69.0%
+22.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.2% | -16.5% | -8.9% |
| 7D | -9.4% | -2.1% | -7.3% | -9.4% |
| 30D | +1.6% | -20.8% | +22.4% | +7.0% |
| 3M | +29.4% | -61.3% | +90.7% | +62.6% |
| 6M | -20.1% | -50.9% | +30.7% | -9.0% |
| YTD | -44.5% | -69.4% | +24.9% | -32.5% |
| 1Y | -46.0% | -68.4% | +22.4% | -39.3% |
| All | -46.0% | -69.0% | +22.9% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling