-50.6%
FLUT vs TW
+20.0%
-70.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +5.4% | -0.6% | +6.0% | +5.4% |
| 3M | -10.8% | +3.4% | -14.2% | -12.0% |
| 6M | -9.2% | -18.4% | +9.2% | -3.6% |
| YTD | -53.8% | -3.9% | -49.9% | -53.5% |
| 1Y | -66.0% | -13.3% | -52.6% | -64.7% |
| 3Y | -44.7% | +20.8% | -65.5% | -49.9% |
| 5Y | -50.6% | +20.3% | -70.9% | -58.8% |
| All | -50.6% | +20.0% | -70.6% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling