+125.9%
TDG vs FLUT
-51.5%
+177.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | -8.0% | +5.4% | -13.4% | -9.0% |
| 3M | -10.5% | -10.8% | +0.3% | -9.2% |
| 6M | -11.9% | -9.2% | -2.7% | -11.3% |
| YTD | -15.4% | -53.8% | +38.5% | -4.3% |
| 1Y | -14.2% | -66.0% | +51.8% | +2.0% |
| 3Y | +51.0% | -44.7% | +95.7% | +60.2% |
| All | +125.9% | -51.5% | +177.4% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling