-22.9%
FLUT vs TPR
+378.8%
-401.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.9% |
| 7D | +4.5% | +6.4% | -1.9% | +3.5% |
| 30D | +9.2% | +13.8% | -4.5% | +7.1% |
| 3M | -13.7% | -16.6% | +3.0% | -11.7% |
| 6M | -9.0% | +0.7% | -9.7% | -9.8% |
| YTD | -60.2% | +5.3% | -65.6% | -61.0% |
| 1Y | -63.1% | +32.4% | -95.5% | -65.1% |
| 3Y | -42.5% | +406.4% | -448.8% | -54.7% |
| 5Y | -47.6% | +227.9% | -275.5% | -57.5% |
| 10Y | -22.9% | +371.7% | -394.6% | -39.0% |
| All | -22.9% | +378.8% | -401.7% | -39.0% |
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