-43.9%
FLUT vs TPR
+292.1%
-335.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | +7.7% | -23.0% | +30.7% | +13.9% |
| 3M | -0.7% | -12.5% | +11.8% | +1.2% |
| 6M | -11.2% | -21.4% | +10.3% | -7.5% |
| YTD | -53.4% | -3.5% | -49.9% | -54.4% |
| 1Y | -65.8% | +17.4% | -83.1% | -68.5% |
| All | -43.9% | +292.1% | -335.9% | -62.6% |
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