-65.8%
FLUT vs TXG
+372.5%
-438.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | +7.7% | +32.0% | -24.3% | +5.1% |
| 3M | -0.7% | +87.0% | -87.7% | -6.9% |
| 6M | -11.2% | +180.1% | -191.2% | -21.2% |
| YTD | -53.4% | +284.1% | -337.6% | -60.1% |
| 1Y | -65.8% | +361.7% | -427.4% | -72.1% |
| All | -65.8% | +372.5% | -438.2% | -72.1% |
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