-9.0%
FLUT vs TD
+17.2%
-26.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.7% |
| 7D | +4.5% | -3.1% | +7.6% | +3.5% |
| 30D | +9.2% | +6.7% | +2.5% | +11.3% |
| 3M | -13.7% | +3.1% | -16.8% | -12.9% |
| 6M | -9.0% | +17.6% | -26.6% | +5.2% |
| All | -9.0% | +17.2% | -26.3% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling