-58.9%
FLUT vs TLN
+683.0%
-742.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.9% | -0.7% |
| 7D | -6.5% | +9.1% | -15.5% | -7.8% |
| 30D | +2.8% | -4.1% | +6.8% | +3.1% |
| 3M | -13.5% | +4.4% | -17.9% | -14.7% |
| 6M | -19.0% | -6.0% | -13.0% | -19.5% |
| YTD | -61.9% | -3.1% | -58.7% | -62.7% |
| 1Y | -63.2% | -6.1% | -57.2% | -63.9% |
| 3Y | -46.0% | +575.3% | -621.4% | -67.3% |
| All | -58.9% | +683.0% | -742.0% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling