-9.3%
FLUT vs TD
+306.3%
-315.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +0.4% | -0.5% | +1.0% | +0.6% |
| 30D | +2.5% | -1.9% | +4.4% | +3.0% |
| 3M | -9.2% | +4.8% | -14.0% | -10.5% |
| 6M | -8.2% | +28.0% | -36.2% | -14.2% |
| YTD | -53.2% | +30.3% | -83.5% | -56.5% |
| 1Y | -65.6% | +59.8% | -125.4% | -69.5% |
| 3Y | -43.6% | +124.7% | -168.3% | -53.9% |
| 5Y | -50.3% | +127.0% | -177.3% | -58.8% |
| All | -9.3% | +306.3% | -315.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling