+88.6%
TGT vs FLUT
-63.1%
+151.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +8.0% | +6.0% |
| 7D | +9.5% | +4.2% | +5.3% | +8.8% |
| 30D | +6.6% | +8.0% | -1.4% | +5.3% |
| 3M | +11.0% | -22.1% | +33.0% | +14.7% |
| 6M | +29.9% | -21.7% | +51.6% | +33.9% |
| YTD | +71.4% | -62.0% | +133.4% | +94.1% |
| 1Y | +88.6% | -63.2% | +151.8% | +114.2% |
| All | +88.6% | -63.1% | +151.7% | +114.2% |
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