+838.9%
TTMI vs FLNC
-71.1%
+910.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -0.8% |
| 7D | +6.0% | -5.0% | +11.0% | +7.0% |
| 30D | -6.4% | -26.1% | +19.7% | -1.1% |
| 3M | -28.9% | -55.2% | +26.3% | -18.0% |
| 6M | +26.9% | -42.6% | +69.5% | +34.3% |
| YTD | +77.3% | -51.0% | +128.3% | +89.9% |
| 1Y | +147.5% | +43.3% | +104.2% | +119.6% |
| 3Y | +847.6% | -63.4% | +911.0% | +814.7% |
| All | +838.9% | -71.1% | +910.0% | +674.5% |
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