+114.9%
FLUT vs TRGP
+2,299.4%
-2,184.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.0% |
| 7D | -0.7% | +12.4% | -13.1% | -1.3% |
| 30D | +9.3% | +2.6% | +6.6% | +9.0% |
| 3M | -17.5% | +11.9% | -29.3% | -18.1% |
| 6M | -14.6% | +13.9% | -28.5% | -15.4% |
| YTD | -62.3% | +64.2% | -126.5% | -63.4% |
| 1Y | -59.6% | +78.5% | -138.1% | -61.0% |
| 3Y | -45.3% | +272.9% | -318.2% | -48.7% |
| 5Y | -50.4% | +510.7% | -561.1% | -54.2% |
| 10Y | -26.8% | +821.0% | -847.8% | -32.9% |
| All | +114.9% | +2,299.4% | -2,184.5% | +89.8% |
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