-27.2%
TGT vs FLUT
-49.0%
+21.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 7D | +2.6% | -1.2% | +3.8% | +2.7% |
| 30D | +6.6% | +5.0% | +1.6% | +5.9% |
| 3M | +5.2% | -16.4% | +21.6% | +7.2% |
| 6M | +35.3% | -14.6% | +49.9% | +37.2% |
| YTD | +70.3% | -61.9% | +132.2% | +89.4% |
| 1Y | +81.2% | -65.0% | +146.2% | +103.2% |
| 3Y | +66.9% | -44.8% | +111.8% | +77.9% |
| 5Y | -27.2% | -49.9% | +22.7% | -27.6% |
| All | -27.2% | -49.0% | +21.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling