-9.2%
FLUT vs TXT
+98.4%
-107.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +6.3% | -11.1% | +17.3% | +8.3% |
| 3M | -4.0% | -13.0% | +8.9% | -2.0% |
| 6M | -10.3% | -16.2% | +5.9% | -8.0% |
| YTD | -53.2% | -8.7% | -44.5% | -52.7% |
| 1Y | -65.0% | -3.8% | -61.3% | -65.0% |
| 3Y | -43.9% | +5.5% | -49.4% | -44.9% |
| 5Y | -49.2% | +12.3% | -61.5% | -50.8% |
| 10Y | -9.2% | +97.4% | -106.6% | -9.3% |
| All | -9.2% | +98.4% | -107.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling