+275.8%
TFC vs FLUT
+1,658.1%
-1,382.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +8.3% | +7.7% | +0.6% | +7.8% |
| 3M | -5.2% | -12.2% | +7.0% | -4.6% |
| 6M | -0.8% | -17.6% | +16.8% | 0.0% |
| YTD | +3.4% | -62.0% | +65.5% | +8.6% |
| 1Y | +17.0% | -62.3% | +79.3% | +22.8% |
| 3Y | +86.2% | -52.0% | +138.1% | +93.0% |
| 5Y | -2.3% | -51.8% | +49.5% | +0.4% |
| 10Y | +93.9% | -26.3% | +120.2% | +97.9% |
| All | +275.8% | +1,658.1% | -1,382.4% | +279.9% |
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 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