-49.9%
FLUT vs TPR
+223.9%
-273.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | +5.0% | +15.1% | -10.1% | +0.9% |
| 3M | -16.4% | -13.4% | -3.0% | -13.9% |
| 6M | -14.6% | +1.4% | -15.9% | -16.4% |
| YTD | -61.9% | +4.8% | -66.7% | -63.5% |
| 1Y | -65.0% | +29.2% | -94.2% | -68.6% |
| 3Y | -44.8% | +403.7% | -448.5% | -68.3% |
| 5Y | -49.9% | +230.8% | -280.7% | -68.0% |
| All | -49.9% | +223.9% | -273.8% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling