-34.5%
TLT vs FLUT
-52.1%
+17.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.5% |
| 6M | -4.1% | -14.6% | +10.5% | -4.0% |
| YTD | -5.4% | -62.3% | +56.9% | -3.9% |
| 1Y | -7.0% | -59.6% | +52.6% | -5.7% |
| 3Y | +2.8% | -45.3% | +48.1% | +3.1% |
| All | -34.5% | -52.1% | +17.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling