-63.2%
FLUT vs TRMB
-31.2%
-31.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.3% | +15.0% | +7.1% |
| 7D | +4.2% | -15.7% | +19.8% | +12.8% |
| 30D | +8.0% | -7.8% | +15.8% | +10.2% |
| 3M | -22.1% | -9.3% | -12.8% | -19.7% |
| 6M | -21.7% | -20.8% | -0.9% | -10.6% |
| YTD | -62.0% | -30.8% | -31.2% | -52.2% |
| 1Y | -63.2% | -31.0% | -32.2% | -54.6% |
| All | -63.2% | -31.2% | -31.9% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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