+98.6%
TFC vs FLUT
-9.2%
+107.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +2.2% | +3.8% | -1.6% | +1.7% |
| 30D | -2.5% | +6.3% | -8.8% | -3.4% |
| 3M | +4.5% | -4.0% | +8.6% | +4.6% |
| 6M | +11.0% | -10.3% | +21.3% | +11.7% |
| YTD | +5.9% | -53.2% | +59.1% | +15.9% |
| 1Y | +14.6% | -65.0% | +79.6% | +30.0% |
| 3Y | +96.7% | -43.9% | +140.6% | +108.7% |
| 5Y | +15.6% | -49.2% | +64.8% | +19.6% |
| 10Y | +98.6% | -9.2% | +107.8% | +101.4% |
| All | +98.6% | -9.2% | +107.8% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling