-63.2%
FLUT vs TSN
+19.9%
-83.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -2.7% |
| 7D | +4.2% | +8.4% | -4.3% | +3.5% |
| 30D | +8.0% | +16.1% | -8.1% | +6.8% |
| 3M | -22.1% | +3.2% | -25.2% | -22.5% |
| 6M | -21.7% | -11.1% | -10.6% | -23.6% |
| YTD | -62.0% | +5.1% | -67.0% | -62.6% |
| 1Y | -63.2% | +19.4% | -82.6% | -64.0% |
| All | -63.2% | +19.9% | -83.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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