-49.9%
FLUT vs TRGP
+646.8%
-696.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +6.3% | +14.6% | -8.3% | +2.9% |
| 3M | -4.0% | +11.9% | -16.0% | -7.0% |
| 6M | -10.3% | +25.3% | -35.6% | -15.7% |
| YTD | -53.2% | +61.9% | -115.0% | -59.0% |
| 1Y | -65.0% | +87.3% | -152.3% | -70.7% |
| 3Y | -43.9% | +268.0% | -311.9% | -60.2% |
| All | -49.9% | +646.8% | -696.7% | -67.3% |
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