+160.7%
TT vs FLNC
-67.0%
+227.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.9% |
| 7D | +1.6% | +6.0% | -4.4% | +1.1% |
| 30D | -7.3% | -16.3% | +9.0% | -6.2% |
| 3M | -2.6% | -54.1% | +51.5% | +2.3% |
| 6M | +5.9% | -25.3% | +31.2% | +5.3% |
| YTD | +15.4% | -44.2% | +59.6% | +16.1% |
| 1Y | +8.2% | +53.1% | -44.9% | -1.4% |
| 3Y | +122.7% | -58.3% | +181.0% | +111.3% |
| All | +160.7% | -67.0% | +227.8% | +132.7% |
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 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