-47.6%
FLUT vs TRGP
+495.9%
-543.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +2.9% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | +9.2% | +0.8% | +8.4% | +8.6% |
| 3M | -13.7% | +10.4% | -24.0% | -16.1% |
| 6M | -9.0% | +16.3% | -25.3% | -13.1% |
| YTD | -60.2% | +61.1% | -121.4% | -65.4% |
| 1Y | -63.1% | +71.6% | -134.7% | -68.6% |
| 3Y | -42.5% | +267.5% | -309.9% | -59.8% |
| 5Y | -47.6% | +488.1% | -535.7% | -65.2% |
| All | -47.6% | +495.9% | -543.5% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling