-51.2%
FLUT vs TRI
-11.1%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -3.6% | -14.4% | +10.8% | +2.4% |
| 30D | -0.3% | -8.1% | +7.8% | +2.7% |
| 3M | -12.6% | +17.5% | -30.2% | -18.3% |
| 6M | -8.0% | -5.0% | -3.0% | -7.4% |
| YTD | -54.1% | -24.7% | -29.4% | -49.9% |
| 1Y | -66.1% | -41.5% | -24.6% | -59.3% |
| 3Y | -45.0% | -20.3% | -24.7% | -44.3% |
| 5Y | -51.2% | -10.9% | -40.3% | -55.4% |
| All | -51.2% | -11.1% | -40.1% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling