-51.9%
TSLL vs FLNC
-31.3%
-20.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +6.7% | +1.2% | +5.6% |
| 7D | +5.8% | +6.0% | -0.2% | +3.6% |
| 30D | +21.7% | -16.3% | +38.0% | +28.9% |
| 3M | -28.2% | -54.1% | +25.9% | -7.3% |
| 6M | -29.5% | -25.3% | -4.2% | -29.3% |
| YTD | -47.5% | -44.2% | -3.4% | -44.9% |
| 1Y | -20.8% | +53.1% | -73.9% | -48.0% |
| 3Y | -26.7% | -58.3% | +31.6% | -38.9% |
| All | -51.9% | -31.3% | -20.7% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling