+29.7%
FLUT vs TW
+209.8%
-180.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -0.3% | -1.7% | +1.4% | 0.0% |
| 3M | -12.6% | +1.6% | -14.2% | -13.1% |
| 6M | -8.0% | -17.7% | +9.7% | -4.4% |
| YTD | -54.1% | -4.3% | -49.8% | -53.9% |
| 1Y | -66.1% | -13.1% | -53.0% | -65.3% |
| 3Y | -45.0% | +20.3% | -65.3% | -47.6% |
| 5Y | -51.2% | +22.0% | -73.2% | -55.1% |
| All | +29.7% | +209.8% | -180.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling