+532.1%
FLUT vs TMF
-69.2%
+601.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -1.1% | +1.2% | -2.3% | -1.1% |
| 30D | +7.7% | +19.7% | -12.0% | +7.6% |
| 3M | -12.2% | -2.1% | -10.1% | -12.2% |
| 6M | -17.6% | -13.4% | -4.1% | -17.6% |
| YTD | -62.0% | -16.7% | -45.3% | -62.0% |
| 1Y | -62.3% | -23.3% | -38.9% | -62.3% |
| 3Y | -52.0% | -24.8% | -27.1% | -52.0% |
| 5Y | -51.8% | -88.0% | +36.3% | -53.2% |
| 10Y | -26.3% | -84.7% | +58.4% | -27.2% |
| All | +532.1% | -69.2% | +601.3% | +591.1% |
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