+628.2%
FLUT vs TNA
+1,004.3%
-376.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | +7.7% | -4.9% | +12.7% | +8.2% |
| 3M | -0.7% | +0.4% | -1.1% | -1.0% |
| 6M | -11.2% | +32.5% | -43.7% | -13.7% |
| YTD | -53.4% | +53.7% | -107.2% | -55.3% |
| 1Y | -65.8% | +65.1% | -130.9% | -67.4% |
| 3Y | -44.9% | +98.4% | -143.4% | -49.2% |
| 5Y | -49.7% | -22.5% | -27.2% | -52.9% |
| 10Y | -9.7% | +82.5% | -92.2% | -16.9% |
| All | +628.2% | +1,004.3% | -376.1% | +557.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling