-44.6%
FLUT vs TDY
+45.1%
-89.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.6% | -1.9% | -1.7% | -3.0% |
| 30D | -0.3% | -12.5% | +12.2% | +3.6% |
| 3M | -12.6% | -0.8% | -11.8% | -13.2% |
| 6M | -8.0% | -9.0% | +1.0% | -6.0% |
| YTD | -54.1% | +16.8% | -70.9% | -58.8% |
| 1Y | -66.1% | +9.5% | -75.6% | -68.7% |
| All | -44.6% | +45.1% | -89.7% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling