+68.5%
TGT vs FLUT
-45.4%
+113.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.8% |
| 30D | +6.6% | +5.0% | +1.6% | +5.6% |
| 3M | +5.2% | -16.4% | +21.6% | +7.8% |
| 6M | +35.3% | -14.6% | +49.9% | +37.7% |
| YTD | +70.3% | -61.9% | +132.2% | +97.0% |
| 1Y | +81.2% | -65.0% | +146.2% | +112.1% |
| All | +68.5% | -45.4% | +113.9% | +91.6% |
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