-65.6%
FLUT vs TRGP
+82.5%
-148.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.8% |
| 7D | +0.4% | +0.1% | +0.4% | +0.5% |
| 30D | +2.5% | +8.0% | -5.5% | +3.3% |
| 3M | -9.2% | +8.3% | -17.5% | -8.6% |
| 6M | -8.2% | +23.9% | -32.2% | -6.9% |
| YTD | -53.2% | +59.6% | -112.9% | -53.0% |
| 1Y | -65.6% | +79.4% | -145.0% | -66.1% |
| All | -65.6% | +82.5% | -148.0% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling