-65.6%
FLUT vs TRI
-40.4%
-25.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | +0.4% | -7.9% | +8.3% | +3.5% |
| 30D | +2.5% | -4.5% | +7.0% | +4.0% |
| 3M | -9.2% | +22.1% | -31.3% | -15.7% |
| 6M | -8.2% | -2.8% | -5.5% | -9.0% |
| YTD | -53.2% | -23.4% | -29.8% | -52.5% |
| 1Y | -65.6% | -41.5% | -24.1% | -64.1% |
| All | -65.6% | -40.4% | -25.2% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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