-63.2%
FLUT vs TXG
+406.9%
-470.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -2.4% |
| 7D | +4.2% | -19.3% | +23.4% | +4.8% |
| 30D | +8.0% | -30.9% | +38.9% | +9.5% |
| 3M | -22.1% | +41.1% | -63.2% | -25.6% |
| 6M | -21.7% | +211.9% | -233.6% | -32.7% |
| YTD | -62.0% | +314.0% | -375.9% | -68.6% |
| 1Y | -63.2% | +405.4% | -468.6% | -70.8% |
| All | -63.2% | +406.9% | -470.1% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling