-26.3%
FLUT vs TPR
+383.4%
-409.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -1.1% | +14.2% | -15.3% | -3.0% |
| 30D | +7.7% | +17.1% | -9.4% | +5.2% |
| 3M | -12.2% | -17.7% | +5.6% | -10.0% |
| 6M | -17.6% | -10.2% | -7.4% | -17.0% |
| YTD | -62.0% | +4.9% | -66.9% | -62.7% |
| 1Y | -62.3% | +36.1% | -98.4% | -64.4% |
| 3Y | -52.0% | +416.5% | -468.4% | -62.2% |
| 5Y | -51.8% | +254.8% | -306.6% | -61.1% |
| All | -26.3% | +383.4% | -409.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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