+632.5%
FLUT vs TNA
+990.0%
-357.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +3.8% | +4.1% | -0.3% | +3.5% |
| 30D | +6.3% | -7.6% | +13.9% | +6.9% |
| 3M | -4.0% | +8.1% | -12.1% | -4.8% |
| 6M | -10.3% | +49.0% | -59.3% | -13.6% |
| YTD | -53.2% | +51.7% | -104.9% | -55.0% |
| 1Y | -65.0% | +59.6% | -124.7% | -66.6% |
| 3Y | -43.9% | +118.9% | -162.8% | -48.5% |
| 5Y | -49.2% | -19.2% | -30.1% | -52.5% |
| 10Y | -9.2% | +77.2% | -86.4% | -16.3% |
| All | +632.5% | +990.0% | -357.5% | +562.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling