+890.1%
TTMI vs FLNC
-62.9%
+953.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.9% |
| 7D | +0.7% | -4.1% | +4.7% | +1.5% |
| 30D | -8.4% | -24.8% | +16.3% | -3.2% |
| 3M | -32.5% | -59.1% | +26.6% | -20.4% |
| 6M | +32.5% | -42.0% | +74.4% | +40.7% |
| YTD | +83.2% | -49.8% | +133.0% | +96.6% |
| 1Y | +161.7% | +43.1% | +118.6% | +135.1% |
| 3Y | +890.1% | -61.0% | +951.1% | +849.1% |
| All | +890.1% | -62.9% | +953.0% | +849.1% |
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