-52.0%
FLUT vs TPR
+407.4%
-459.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -1.1% | +14.2% | -15.3% | -4.2% |
| 30D | +7.7% | +17.1% | -9.4% | +3.6% |
| 3M | -12.2% | -17.7% | +5.6% | -8.8% |
| 6M | -17.6% | -10.2% | -7.4% | -17.0% |
| YTD | -62.0% | +4.9% | -66.9% | -63.6% |
| 1Y | -62.3% | +36.1% | -98.4% | -66.5% |
| 3Y | -52.0% | +416.5% | -468.4% | -70.7% |
| All | -52.0% | +407.4% | -459.4% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling