-65.0%
FLUT vs TXT
-2.3%
-62.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.2% |
| 3M | -4.0% | -13.0% | +8.9% | -2.3% |
| 6M | -10.3% | -16.2% | +5.9% | -8.1% |
| YTD | -53.2% | -8.7% | -44.5% | -54.4% |
| 1Y | -65.0% | -3.8% | -61.3% | -66.5% |
| All | -65.0% | -2.3% | -62.7% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling