+674.6%
FLUT vs TMF
-68.9%
+743.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +7.7% | -2.8% | +10.6% | +7.7% |
| 3M | -0.7% | -10.9% | +10.2% | -0.7% |
| 6M | -11.2% | -21.3% | +10.2% | -11.2% |
| YTD | -53.4% | -15.9% | -37.6% | -53.4% |
| 1Y | -65.8% | -15.7% | -50.0% | -65.8% |
| 3Y | -44.9% | -43.4% | -1.6% | -45.0% |
| 5Y | -49.7% | -87.8% | +38.1% | -51.2% |
| 10Y | -9.7% | -86.7% | +77.0% | -11.1% |
| All | +674.6% | -68.9% | +743.4% | +747.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling