+109.0%
TLT vs FLUT
+1,658.1%
-1,549.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +6.2% | +7.7% | -1.5% | +6.2% |
| 3M | +0.1% | -12.2% | +12.2% | 0.0% |
| 6M | -3.0% | -17.6% | +14.6% | -3.0% |
| YTD | -2.7% | -62.0% | +59.3% | -2.9% |
| 1Y | -4.8% | -62.3% | +57.4% | -5.0% |
| 3Y | +6.9% | -52.0% | +58.9% | +6.8% |
| 5Y | -34.5% | -51.8% | +17.3% | -34.4% |
| 10Y | -17.3% | -26.3% | +9.0% | -16.7% |
| All | +109.0% | +1,658.1% | -1,549.1% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling