-50.6%
FLUT vs TXG
-63.6%
+13.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -3.9% | -1.7% |
| 7D | -2.6% | +9.1% | -11.7% | -3.9% |
| 30D | +5.4% | +14.9% | -9.5% | +3.1% |
| 3M | -10.8% | +120.0% | -130.7% | -21.7% |
| 6M | -9.2% | +221.8% | -231.0% | -25.6% |
| YTD | -53.8% | +312.6% | -366.4% | -63.9% |
| 1Y | -66.0% | +398.4% | -464.4% | -74.5% |
| 3Y | -44.7% | +42.1% | -86.7% | -52.0% |
| 5Y | -50.6% | -63.5% | +12.9% | -52.2% |
| All | -50.6% | -63.6% | +13.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling