-52.0%
TSLL vs FLNC
-37.0%
-15.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +2.6% |
| 7D | +5.1% | -4.2% | +9.3% | +6.3% |
| 30D | +20.0% | -20.0% | +40.0% | +28.9% |
| 3M | -23.8% | -56.9% | +33.1% | +0.4% |
| 6M | -30.3% | -35.5% | +5.3% | -26.6% |
| YTD | -47.7% | -48.8% | +1.2% | -43.4% |
| 1Y | -21.2% | +49.3% | -70.4% | -48.0% |
| 3Y | -26.9% | -61.8% | +34.9% | -37.3% |
| All | -52.0% | -37.0% | -15.0% | -71.3% |
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 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