-63.2%
FLUT vs TLN
-17.6%
-45.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.5% | +6.2% | -2.2% |
| 7D | +4.2% | -6.0% | +10.2% | +4.3% |
| 30D | +8.0% | -1.5% | +9.5% | +7.7% |
| 3M | -22.1% | -3.9% | -18.2% | -22.1% |
| 6M | -21.7% | -15.0% | -6.7% | -21.5% |
| YTD | -62.0% | -12.8% | -49.1% | -61.6% |
| 1Y | -63.2% | -17.3% | -45.8% | -62.4% |
| All | -63.2% | -17.6% | -45.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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