+43.3%
TGT vs FLUT
-42.9%
+86.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.0% |
| 7D | -3.6% | -2.6% | -1.0% | -3.2% |
| 30D | +4.4% | +5.4% | -1.0% | +3.3% |
| 3M | +25.4% | -10.8% | +36.1% | +27.2% |
| 6M | +33.4% | -9.2% | +42.6% | +34.5% |
| YTD | +65.6% | -53.8% | +119.4% | +85.4% |
| 1Y | +80.3% | -66.0% | +146.3% | +111.7% |
| All | +43.3% | -42.9% | +86.2% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling