+165.1%
FLUT vs TRGP
+2,231.3%
-2,066.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +7.7% | +11.5% | -3.8% | +7.1% |
| 3M | -0.7% | +9.0% | -9.7% | -1.3% |
| 6M | -11.2% | +20.5% | -31.7% | -12.2% |
| YTD | -53.4% | +59.5% | -113.0% | -54.7% |
| 1Y | -65.8% | +77.9% | -143.7% | -66.9% |
| 3Y | -44.9% | +253.6% | -298.5% | -48.2% |
| 5Y | -49.7% | +615.5% | -665.2% | -53.7% |
| 10Y | -9.7% | +897.1% | -906.8% | -17.1% |
| All | +165.1% | +2,231.3% | -2,066.2% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling