+36.0%
TSM vs FLNC
-69.0%
+105.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.2% | -12.4% | -3.7% |
| 7D | -10.0% | -2.1% | -7.9% | -9.8% |
| 30D | -18.5% | -20.8% | +2.2% | -16.1% |
| 3M | -4.9% | -61.3% | +56.4% | +7.9% |
| 6M | -1.0% | -50.9% | +49.9% | +7.6% |
| YTD | +31.3% | -69.4% | +100.6% | +45.1% |
| 1Y | +36.0% | -68.4% | +104.4% | +48.7% |
| All | +36.0% | -69.0% | +105.0% | +48.7% |
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