+7.7%
FLUT vs TW
+298.0%
-290.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -1.2% | +3.2% | -4.4% | -1.9% |
| 30D | +5.0% | +19.7% | -14.7% | +0.9% |
| 3M | -16.4% | +26.8% | -43.3% | -20.8% |
| 6M | -14.6% | +20.9% | -35.4% | -18.4% |
| YTD | -61.9% | +22.9% | -84.8% | -63.8% |
| 1Y | -65.0% | +20.4% | -85.4% | -66.6% |
| 3Y | -44.8% | +42.9% | -87.7% | -49.5% |
| 5Y | -49.9% | +40.2% | -90.1% | -55.9% |
| All | +7.7% | +298.0% | -290.3% | -8.7% |
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