-49.9%
FLUT vs TMF
-88.7%
+38.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.9% |
| 7D | -1.2% | -8.2% | +7.0% | -0.7% |
| 30D | +5.0% | +5.3% | -0.3% | +4.7% |
| 3M | -16.4% | -8.5% | -8.0% | -16.1% |
| 6M | -14.6% | -17.2% | +2.6% | -13.8% |
| YTD | -61.9% | -23.4% | -38.5% | -61.5% |
| 1Y | -65.0% | -30.2% | -34.8% | -64.5% |
| 3Y | -44.8% | -32.9% | -11.9% | -44.5% |
| 5Y | -49.9% | -88.5% | +38.6% | -56.5% |
| All | -49.9% | -88.7% | +38.8% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling