+1,423.6%
FLUT vs TCOM
+2,868.4%
-1,444.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | +9.3% | +12.1% | -2.8% | +8.4% |
| 3M | -17.5% | -3.2% | -14.3% | -17.3% |
| 6M | -14.6% | -16.6% | +2.0% | -13.7% |
| YTD | -62.3% | -39.4% | -22.9% | -61.1% |
| 1Y | -59.6% | -41.5% | -18.1% | -58.3% |
| 3Y | -45.3% | +24.4% | -69.7% | -46.4% |
| 5Y | -50.4% | +41.6% | -92.0% | -52.3% |
| 10Y | -26.8% | +6.5% | -33.4% | -29.9% |
| All | +1,423.6% | +2,868.4% | -1,444.8% | +1,233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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