+16.3%
TFC vs FLUT
-63.7%
+80.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.6% | +1.9% |
| 7D | +0.3% | -6.5% | +6.8% | +1.0% |
| 30D | +9.2% | +2.8% | +6.4% | +8.8% |
| 3M | -2.9% | -13.5% | +10.6% | -1.7% |
| 6M | +3.5% | -19.0% | +22.5% | +5.2% |
| YTD | +5.4% | -61.9% | +67.3% | +19.7% |
| All | +16.3% | -63.7% | +80.0% | +32.9% |
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