-9.3%
FLUT vs TNA
+86.1%
-95.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +0.4% | -7.3% | +7.7% | +1.5% |
| 30D | +2.5% | -14.2% | +16.7% | +4.7% |
| 3M | -9.2% | -4.6% | -4.7% | -8.9% |
| 6M | -8.2% | +36.9% | -45.2% | -13.3% |
| YTD | -53.2% | +42.5% | -95.8% | -56.2% |
| 1Y | -65.6% | +45.8% | -111.3% | -68.0% |
| 3Y | -43.6% | +104.7% | -148.2% | -51.7% |
| 5Y | -50.3% | -21.7% | -28.6% | -55.8% |
| All | -9.3% | +86.1% | -95.4% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling