+893.6%
TGT vs FLUT
+2,054.3%
-1,160.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | +0.8% | -1.6% | +2.4% | +0.8% |
| 30D | +12.2% | +7.7% | +4.4% | +11.8% |
| 3M | +33.8% | -0.7% | +34.5% | +33.7% |
| 6M | +39.3% | -11.2% | +50.5% | +39.7% |
| YTD | +72.9% | -53.4% | +126.3% | +77.8% |
| 1Y | +84.6% | -65.8% | +150.3% | +92.0% |
| 3Y | +46.2% | -44.9% | +91.2% | +49.1% |
| 5Y | -21.3% | -49.7% | +28.3% | -20.3% |
| 10Y | +213.5% | -9.7% | +223.2% | +212.1% |
| All | +893.6% | +2,054.3% | -1,160.7% | +761.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling