+2.8%
TLT vs FLUT
-45.9%
+48.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | +1.0% | +9.3% | -8.2% | +0.9% |
| 3M | -2.7% | -17.5% | +14.8% | -2.6% |
| 6M | -4.1% | -14.6% | +10.5% | -4.1% |
| YTD | -5.4% | -62.3% | +56.9% | -4.4% |
| 1Y | -7.0% | -59.6% | +52.6% | -6.1% |
| 3Y | +2.8% | -45.3% | +48.1% | +1.3% |
| All | +2.8% | -45.9% | +48.7% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling