+2,067.0%
FLUT vs TDY
+3,280.3%
-1,213.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | +6.3% | -12.5% | +18.8% | +7.9% |
| 3M | -4.0% | -1.2% | -2.9% | -4.1% |
| 6M | -10.3% | -6.6% | -3.7% | -9.8% |
| YTD | -53.2% | +18.5% | -71.6% | -54.4% |
| 1Y | -65.0% | +10.8% | -75.8% | -65.7% |
| 3Y | -43.9% | +47.5% | -91.4% | -46.7% |
| 5Y | -49.2% | +35.8% | -85.0% | -51.6% |
| 10Y | -9.2% | +459.0% | -468.1% | -24.1% |
| All | +2,067.0% | +3,280.3% | -1,213.4% | +1,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling