-11.8%
TDG vs FLUT
-65.2%
+53.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -7.7% | +2.5% | -10.2% | -7.9% |
| 3M | -9.3% | -9.2% | -0.1% | -8.8% |
| 6M | -9.4% | -8.2% | -1.1% | -9.2% |
| YTD | -14.3% | -53.2% | +39.0% | -12.6% |
| 1Y | -11.8% | -65.6% | +53.8% | -12.1% |
| All | -11.8% | -65.2% | +53.4% | -12.1% |
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