+24.5%
TMO vs FLUT
-65.2%
+89.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -0.6% | +0.4% | -1.1% | -0.7% |
| 30D | +1.1% | +2.5% | -1.4% | +0.6% |
| 3M | +28.3% | -9.2% | +37.6% | +29.4% |
| 6M | +23.3% | -8.2% | +31.5% | +23.5% |
| YTD | +5.5% | -53.2% | +58.7% | +11.4% |
| 1Y | +24.5% | -65.6% | +90.1% | +28.1% |
| All | +24.5% | -65.2% | +89.8% | +28.1% |
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