-50.6%
FLUT vs TD
+123.1%
-173.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -0.7% |
| 7D | -2.6% | -1.9% | -0.7% | -1.5% |
| 30D | +5.4% | -1.6% | +7.0% | +6.2% |
| 3M | -10.8% | +4.6% | -15.4% | -13.9% |
| 6M | -9.2% | +26.8% | -36.0% | -22.8% |
| YTD | -53.8% | +28.3% | -82.1% | -61.0% |
| 1Y | -66.0% | +60.4% | -126.4% | -75.0% |
| 3Y | -44.7% | +125.7% | -170.4% | -67.8% |
| 5Y | -50.6% | +122.4% | -172.9% | -69.5% |
| All | -50.6% | +123.1% | -173.7% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling