+14.6%
TFC vs FLUT
-66.0%
+80.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +2.2% | +3.8% | -1.6% | +1.9% |
| 30D | -2.5% | +6.3% | -8.8% | -3.1% |
| 3M | +4.5% | -4.0% | +8.6% | +4.8% |
| 6M | +11.0% | -10.3% | +21.3% | +12.2% |
| YTD | +5.9% | -53.2% | +59.1% | +16.1% |
| 1Y | +14.6% | -65.0% | +79.6% | +27.1% |
| All | +14.6% | -66.0% | +80.6% | +27.1% |
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