-63.2%
FLUT vs TDY
+22.9%
-86.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.4% | -2.5% |
| 7D | +4.2% | -5.0% | +9.2% | +3.9% |
| 30D | +8.0% | +2.0% | +6.0% | +8.0% |
| 3M | -22.1% | -7.7% | -14.4% | -22.4% |
| 6M | -21.7% | -0.9% | -20.8% | -21.7% |
| YTD | -62.0% | +23.7% | -85.7% | -67.4% |
| 1Y | -63.2% | +23.6% | -86.8% | -68.5% |
| All | -63.2% | +22.9% | -86.1% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling