-81.0%
TTD vs FLNC
-70.4%
-10.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +2.1% |
| 7D | -0.6% | -4.1% | +3.4% | 0.0% |
| 30D | +6.3% | -24.8% | +31.1% | +12.3% |
| 3M | -24.1% | -59.1% | +35.0% | -10.5% |
| 6M | -47.4% | -42.0% | -5.5% | -46.4% |
| YTD | -62.2% | -49.8% | -12.4% | -61.8% |
| 1Y | -68.3% | +43.1% | -111.4% | -78.5% |
| 3Y | -83.4% | -61.0% | -22.5% | -86.8% |
| All | -81.0% | -70.4% | -10.6% | -83.2% |
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