-66.1%
FLUT vs TXG
+392.4%
-458.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -3.6% | +5.0% | -8.6% | -4.0% |
| 30D | -0.3% | +13.5% | -13.9% | -1.6% |
| 3M | -12.6% | +128.0% | -140.7% | -19.9% |
| 6M | -8.0% | +224.4% | -232.4% | -19.8% |
| YTD | -54.1% | +307.0% | -361.1% | -61.1% |
| 1Y | -66.1% | +427.2% | -493.4% | -72.5% |
| All | -66.1% | +392.4% | -458.5% | -72.5% |
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