+21.3%
TFC vs FLUT
-63.1%
+84.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.2% |
| 7D | +5.1% | +4.2% | +0.9% | +4.6% |
| 30D | +9.8% | +8.0% | +1.8% | +8.8% |
| 3M | -2.4% | -22.1% | +19.6% | -0.2% |
| 6M | +4.9% | -21.7% | +26.6% | +7.3% |
| YTD | +6.6% | -62.0% | +68.5% | +21.2% |
| 1Y | +21.3% | -63.2% | +84.5% | +38.3% |
| All | +21.3% | -63.1% | +84.4% | +38.3% |
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 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