-44.5%
FLUT vs TRMB
+32.5%
-77.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.5% | -16.6% | +15.1% | +6.8% |
| 30D | +3.4% | -8.9% | +12.3% | +7.0% |
| 3M | -12.5% | -6.3% | -6.2% | -11.0% |
| 6M | -18.5% | -10.0% | -8.5% | -15.4% |
| YTD | -61.6% | -30.1% | -31.5% | -54.7% |
| 1Y | -64.1% | -31.3% | -32.8% | -57.2% |
| 3Y | -44.5% | +30.8% | -75.3% | -51.1% |
| All | -44.5% | +32.5% | -77.0% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling