-4.6%
TLT vs FLUT
-63.7%
+59.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.3% | -6.5% | +6.7% | +0.4% |
| 30D | +5.1% | +2.8% | +2.3% | +5.0% |
| 3M | -0.2% | -13.5% | +13.3% | -0.2% |
| 6M | -2.9% | -19.0% | +16.1% | -2.9% |
| YTD | -2.7% | -61.9% | +59.2% | -1.3% |
| All | -4.6% | -63.7% | +59.1% | -3.0% |
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