+1,739.7%
FLUT vs TD
+3,700.1%
-1,960.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +4.5% | -3.1% | +7.6% | +4.9% |
| 30D | +9.2% | +6.7% | +2.5% | +8.3% |
| 3M | -13.7% | +3.1% | -16.8% | -14.1% |
| 6M | -9.0% | +17.6% | -26.6% | -11.0% |
| YTD | -60.2% | +34.8% | -95.0% | -61.8% |
| 1Y | -63.1% | +55.6% | -118.7% | -65.1% |
| 3Y | -42.5% | +133.1% | -175.6% | -48.1% |
| 5Y | -47.6% | +104.7% | -152.2% | -52.2% |
| 10Y | -22.9% | +303.6% | -326.4% | -31.4% |
| All | +1,739.7% | +3,700.1% | -1,960.5% | +1,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling