+305.4%
TSM vs FLNC
-69.8%
+375.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | +0.4% |
| 7D | +4.8% | -4.2% | +8.9% | +5.4% |
| 30D | +4.0% | -20.0% | +24.0% | +7.3% |
| 3M | +2.0% | -56.9% | +58.8% | +14.3% |
| 6M | +25.5% | -35.5% | +61.0% | +28.6% |
| YTD | +44.0% | -48.8% | +92.8% | +49.4% |
| 1Y | +75.4% | +49.3% | +26.2% | +50.6% |
| 3Y | +406.7% | -61.8% | +468.5% | +373.9% |
| All | +305.4% | -69.8% | +375.2% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling