-49.9%
FLUT vs TLN
+583.6%
-633.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -5.9% | -2.8% |
| 7D | -1.6% | +7.1% | -8.7% | -2.8% |
| 30D | +7.7% | -3.9% | +11.6% | +8.4% |
| 3M | -0.7% | -16.2% | +15.4% | +1.4% |
| 6M | -11.2% | -5.8% | -5.3% | -12.3% |
| YTD | -53.4% | -15.4% | -38.0% | -53.2% |
| 1Y | -65.8% | -16.7% | -49.1% | -65.6% |
| 3Y | -44.9% | +473.8% | -518.7% | -65.2% |
| All | -49.9% | +583.6% | -633.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling