-10.9%
TLT vs FLUT
-22.9%
+12.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | 0.0% |
| 7D | -1.0% | +4.5% | -5.6% | -1.1% |
| 30D | +4.1% | +9.2% | -5.1% | +4.0% |
| 3M | -0.4% | -13.7% | +13.3% | -0.3% |
| 6M | -3.2% | -9.0% | +5.9% | -3.1% |
| YTD | -3.5% | -60.2% | +56.7% | -2.7% |
| 1Y | -5.8% | -63.1% | +57.3% | -5.0% |
| 3Y | +4.6% | -42.5% | +47.0% | +4.9% |
| 5Y | -34.4% | -47.6% | +13.2% | -34.1% |
| All | -10.9% | -22.9% | +12.0% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling