-26.1%
FLUT vs THC
+1,325.8%
-1,351.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.2% |
| 7D | -6.5% | +7.5% | -13.9% | -7.1% |
| 30D | +2.8% | +9.6% | -6.8% | +2.0% |
| 3M | -13.5% | +10.3% | -23.7% | -14.2% |
| 6M | -19.0% | +51.8% | -70.8% | -21.9% |
| YTD | -61.9% | +45.4% | -107.3% | -63.2% |
| 1Y | -63.2% | +40.8% | -104.0% | -64.5% |
| 3Y | -46.0% | +448.8% | -494.8% | -53.6% |
| 5Y | -51.8% | +263.4% | -315.2% | -58.1% |
| 10Y | -26.1% | +1,800.1% | -1,826.1% | -39.8% |
| All | -26.1% | +1,325.8% | -1,351.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling