-81.6%
TTD vs FLNC
-69.8%
-11.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | +0.7% |
| 7D | -4.6% | -4.2% | -0.4% | -4.0% |
| 30D | +3.7% | -20.0% | +23.7% | +8.1% |
| 3M | -30.2% | -56.9% | +26.6% | -18.8% |
| 6M | -51.4% | -35.5% | -15.9% | -51.7% |
| YTD | -63.4% | -48.8% | -14.6% | -63.2% |
| 1Y | -73.5% | +49.3% | -122.8% | -82.2% |
| 3Y | -83.5% | -61.8% | -21.7% | -86.6% |
| All | -81.6% | -69.8% | -11.8% | -83.8% |
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 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