-9.3%
TDG vs FLUT
-65.9%
+56.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -7.4% | +7.7% | -15.1% | -8.0% |
| 3M | -5.4% | -0.7% | -4.7% | -5.5% |
| 6M | -11.6% | -11.2% | -0.5% | -11.2% |
| YTD | -12.6% | -53.4% | +40.8% | -11.1% |
| 1Y | -9.3% | -65.8% | +56.4% | -10.6% |
| All | -9.3% | -65.9% | +56.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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