-11.0%
FLUT vs TRGP
+868.8%
-879.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -0.3% | +10.0% | -10.3% | -1.1% |
| 3M | -12.6% | +7.6% | -20.2% | -13.2% |
| 6M | -8.0% | +26.8% | -34.8% | -9.8% |
| YTD | -54.1% | +60.6% | -114.7% | -55.8% |
| 1Y | -66.1% | +82.5% | -148.6% | -67.7% |
| 3Y | -45.0% | +265.0% | -310.0% | -49.6% |
| 5Y | -51.2% | +645.9% | -697.1% | -56.5% |
| All | -11.0% | +868.8% | -879.8% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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