+303.5%
TSM vs FLNC
-70.4%
+373.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.9% |
| 7D | +1.0% | -4.1% | +5.1% | +1.6% |
| 30D | +1.0% | -24.8% | +25.7% | +5.1% |
| 3M | +2.9% | -59.1% | +62.0% | +16.2% |
| 6M | +22.8% | -42.0% | +64.8% | +27.9% |
| YTD | +43.3% | -49.8% | +93.1% | +49.1% |
| 1Y | +69.2% | +43.1% | +26.1% | +46.2% |
| 3Y | +404.5% | -61.0% | +465.5% | +370.2% |
| All | +303.5% | -70.4% | +373.8% | +261.8% |
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