+293.0%
TFC vs FLUT
+2,054.3%
-1,761.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +2.4% | -1.6% | +4.1% | +2.5% |
| 30D | -1.3% | +7.7% | -9.1% | -1.8% |
| 3M | +6.1% | -0.7% | +6.8% | +5.9% |
| 6M | +7.3% | -11.2% | +18.5% | +7.7% |
| YTD | +8.2% | -53.4% | +61.6% | +12.4% |
| 1Y | +14.4% | -65.8% | +80.2% | +20.8% |
| 3Y | +93.7% | -44.9% | +138.6% | +99.1% |
| 5Y | +16.4% | -49.7% | +66.1% | +18.6% |
| 10Y | +101.6% | -9.7% | +111.3% | +103.5% |
| All | +293.0% | +2,054.3% | -1,761.2% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling