-49.8%
FLUT vs TNA
-46.7%
-3.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -0.7% | +3.7% | -4.4% | -1.7% |
| 30D | +9.3% | +4.4% | +4.9% | +7.2% |
| 3M | -17.5% | -26.7% | +9.2% | -11.5% |
| 6M | -14.6% | -12.8% | -1.8% | -13.6% |
| YTD | -62.3% | +22.7% | -84.9% | -65.6% |
| 1Y | -59.6% | +35.7% | -95.3% | -64.4% |
| 3Y | -45.3% | +134.6% | -179.9% | -62.4% |
| All | -49.8% | -46.7% | -3.1% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling