-63.2%
FLUT vs TNA
+37.5%
-100.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -3.1% |
| 7D | +4.2% | +2.4% | +1.7% | +3.6% |
| 30D | +8.0% | -0.9% | +8.9% | +7.9% |
| 3M | -22.1% | -19.2% | -2.9% | -19.3% |
| 6M | -21.7% | -0.8% | -20.8% | -23.7% |
| YTD | -62.0% | +33.2% | -95.2% | -67.2% |
| 1Y | -63.2% | +38.5% | -101.7% | -69.3% |
| All | -63.2% | +37.5% | -100.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling