-48.9%
TSLL vs FLNC
-68.4%
+19.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +4.6% |
| 7D | +0.5% | -16.2% | +16.7% | +7.4% |
| 30D | +2.7% | -28.1% | +30.8% | +14.3% |
| 3M | +26.3% | -61.3% | +87.5% | +70.4% |
| 6M | -37.2% | -79.9% | +42.7% | -0.1% |
| YTD | -44.2% | -74.3% | +30.1% | -25.2% |
| 1Y | -44.0% | -75.5% | +31.5% | -25.2% |
| 3Y | 0.0% | -70.4% | +70.4% | -10.9% |
| All | -48.9% | -68.4% | +19.5% | -62.1% |
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