-44.4%
TOST vs FLUT
-60.9%
+16.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.0% | -6.5% | +10.5% | +6.5% |
| 30D | +11.1% | +2.8% | +8.3% | +9.8% |
| 3M | +0.8% | -13.5% | +14.3% | +5.2% |
| 6M | +38.8% | -19.0% | +57.8% | +46.9% |
| YTD | -2.1% | -61.9% | +59.8% | +37.0% |
| 1Y | -6.0% | -63.2% | +57.2% | +32.7% |
| 3Y | +149.8% | -46.0% | +195.8% | +203.4% |
| 5Y | -42.8% | -51.8% | +9.0% | -39.2% |
| All | -44.4% | -60.9% | +16.5% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling