-7.4%
TLT vs FLUT
-64.7%
+57.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.4% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | +2.2% | +5.0% | -2.9% | +2.0% |
| 3M | -1.7% | -16.4% | +14.7% | -1.7% |
| 6M | -4.0% | -14.6% | +10.6% | -3.9% |
| YTD | -4.9% | -61.9% | +56.9% | -3.7% |
| 1Y | -7.4% | -65.0% | +57.7% | -5.9% |
| All | -7.4% | -64.7% | +57.3% | -5.9% |
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