+31.6%
FLUT vs TW
+221.1%
-189.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | +7.7% | +3.9% | +3.8% | +6.8% |
| 3M | -0.7% | +5.7% | -6.4% | -2.2% |
| 6M | -11.2% | -14.5% | +3.4% | -8.4% |
| YTD | -53.4% | -0.9% | -52.6% | -53.6% |
| 1Y | -65.8% | -13.5% | -52.3% | -64.9% |
| 3Y | -44.9% | +25.0% | -69.9% | -47.9% |
| 5Y | -49.7% | +22.7% | -72.4% | -53.9% |
| All | +31.6% | +221.1% | -189.5% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling