-49.6%
FLUT vs TLN
+602.5%
-652.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.1% |
| 7D | +3.8% | +10.9% | -7.1% | +2.0% |
| 30D | +6.3% | -6.3% | +12.6% | +7.4% |
| 3M | -4.0% | -10.7% | +6.6% | -3.1% |
| 6M | -10.3% | +1.6% | -11.9% | -12.8% |
| YTD | -53.2% | -13.1% | -40.1% | -53.1% |
| 1Y | -65.0% | -15.1% | -50.0% | -65.0% |
| 3Y | -43.9% | +495.0% | -538.9% | -64.8% |
| All | -49.6% | +602.5% | -652.0% | -69.9% |
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