+7.4%
FLUT vs TXG
+16.0%
-8.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | +7.7% | +32.0% | -24.3% | +3.5% |
| 3M | -0.7% | +87.0% | -87.7% | -9.9% |
| 6M | -11.2% | +180.1% | -191.2% | -24.4% |
| YTD | -53.4% | +284.1% | -337.6% | -62.3% |
| 1Y | -65.8% | +361.7% | -427.4% | -73.3% |
| 3Y | -44.9% | +15.9% | -60.8% | -50.7% |
| 5Y | -49.7% | -66.2% | +16.5% | -52.0% |
| All | +7.4% | +16.0% | -8.6% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling