+91.5%
TT vs FLNC
-72.5%
+163.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | +4.0% | -11.2% | +15.2% | +4.7% |
| 30D | -11.3% | -24.6% | +13.3% | -10.1% |
| 3M | -12.3% | -64.6% | +52.3% | -7.6% |
| 6M | -10.8% | -78.8% | +68.0% | -4.3% |
| YTD | +8.2% | -76.3% | +84.5% | +13.8% |
| 1Y | +1.5% | -71.2% | +72.7% | +5.3% |
| 3Y | +91.5% | -71.9% | +163.4% | +89.9% |
| All | +91.5% | -72.5% | +163.9% | +89.9% |
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