-5.6%
TLT vs FLUT
-63.1%
+57.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +1.0% | +4.2% | -3.2% | +0.9% |
| 30D | +6.0% | +8.0% | -2.0% | +5.9% |
| 3M | -0.9% | -22.1% | +21.2% | -0.8% |
| 6M | -2.3% | -21.7% | +19.4% | -2.2% |
| YTD | -3.3% | -62.0% | +58.7% | -1.7% |
| 1Y | -5.6% | -63.2% | +57.6% | -3.9% |
| All | -5.6% | -63.1% | +57.5% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling