+14.4%
TFC vs FLUT
-65.9%
+80.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +2.4% | -1.6% | +4.1% | +2.6% |
| 30D | -1.3% | +7.7% | -9.1% | -2.1% |
| 3M | +6.1% | -0.7% | +6.8% | +5.8% |
| 6M | +7.3% | -11.2% | +18.5% | +8.6% |
| YTD | +8.2% | -53.4% | +61.6% | +18.7% |
| 1Y | +14.4% | -65.8% | +80.2% | +26.7% |
| All | +14.4% | -65.9% | +80.4% | +26.7% |
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