-12.9%
FLUT vs TXG
+7.8%
-20.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | +9.3% | -20.4% | +29.6% | +11.2% |
| 3M | -17.5% | +0.1% | -17.6% | -19.3% |
| 6M | -14.6% | +176.2% | -190.8% | -28.4% |
| YTD | -62.3% | +256.8% | -319.0% | -69.8% |
| 1Y | -59.6% | +255.9% | -315.5% | -67.8% |
| 3Y | -45.3% | +60.2% | -105.5% | -54.2% |
| 5Y | -50.4% | -65.1% | +14.7% | -53.6% |
| All | -12.9% | +7.8% | -20.7% | -23.1% |
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 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