-43.9%
FLUT vs TW
+21.9%
-65.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | +3.8% | -3.5% | +7.3% | +4.8% |
| 30D | +6.3% | +0.5% | +5.8% | +6.0% |
| 3M | -4.0% | +4.9% | -9.0% | -5.7% |
| 6M | -10.3% | -17.1% | +6.8% | -5.4% |
| YTD | -53.2% | -3.9% | -49.3% | -52.8% |
| 1Y | -65.0% | -13.3% | -51.8% | -63.7% |
| 3Y | -43.9% | +20.9% | -64.8% | -51.3% |
| All | -43.9% | +21.9% | -65.8% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling