-2.8%
TSLL vs FLNC
-72.1%
+69.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.8% | +10.2% | +5.5% |
| 7D | +33.0% | -7.1% | +40.0% | +35.7% |
| 30D | +7.7% | -30.2% | +37.9% | +19.9% |
| 3M | +34.7% | -64.1% | +98.9% | +81.6% |
| 6M | -31.5% | -77.7% | +46.2% | +2.3% |
| YTD | -42.4% | -76.1% | +33.7% | -22.4% |
| 1Y | -39.7% | -75.4% | +35.7% | -21.1% |
| All | -2.8% | -72.1% | +69.4% | -9.2% |
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