-43.1%
FLUT vs TRMB
+13.5%
-56.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.4% |
| 30D | +7.7% | +1.5% | +6.2% | +6.8% |
| 3M | -0.7% | +6.8% | -7.5% | -4.0% |
| 6M | -11.2% | -14.9% | +3.8% | -4.5% |
| YTD | -53.4% | -24.1% | -29.3% | -47.4% |
| 1Y | -65.8% | -25.4% | -40.4% | -61.0% |
| All | -43.1% | +13.5% | -56.6% | -45.7% |
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