-9.2%
FLUT vs TPR
+305.2%
-314.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | +3.8% | -3.4% | +7.2% | +4.3% |
| 30D | +6.3% | -27.3% | +33.6% | +10.9% |
| 3M | -4.0% | -16.2% | +12.2% | -2.1% |
| 6M | -10.3% | -17.9% | +7.6% | -8.6% |
| YTD | -53.2% | -7.1% | -46.1% | -53.2% |
| 1Y | -65.0% | +13.6% | -78.7% | -66.2% |
| 3Y | -43.9% | +293.7% | -337.6% | -54.2% |
| 5Y | -49.2% | +239.1% | -288.3% | -58.5% |
| 10Y | -9.2% | +311.2% | -320.4% | -26.9% |
| All | -9.2% | +305.2% | -314.4% | -26.9% |
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