+201.6%
TGT vs FLUT
-26.8%
+228.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | +4.7% | +9.3% | -4.6% | +4.0% |
| 3M | +4.6% | -17.5% | +22.0% | +5.7% |
| 6M | +34.9% | -14.6% | +49.5% | +35.9% |
| YTD | +70.9% | -62.3% | +133.2% | +80.4% |
| 1Y | +84.4% | -59.6% | +144.0% | +93.7% |
| 3Y | +69.1% | -45.3% | +114.4% | +76.1% |
| 5Y | -26.9% | -50.4% | +23.5% | -24.9% |
| All | +201.6% | -26.8% | +228.4% | +224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling