+2,054.3%
FLUT vs TPR
+2,859.6%
-805.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | +7.7% | -23.0% | +30.7% | +10.2% |
| 3M | -0.7% | -12.5% | +11.8% | +0.2% |
| 6M | -11.2% | -21.4% | +10.3% | -9.6% |
| YTD | -53.4% | -3.5% | -49.9% | -53.6% |
| 1Y | -65.8% | +17.4% | -83.1% | -66.5% |
| 3Y | -44.9% | +291.3% | -336.2% | -51.6% |
| 5Y | -49.7% | +241.9% | -291.6% | -55.7% |
| 10Y | -9.7% | +322.7% | -332.4% | -23.3% |
| All | +2,054.3% | +2,859.6% | -805.4% | +1,582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling