-44.5%
TOST vs FLUT
-61.1%
+16.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +9.4% | -1.1% | +10.5% | +9.8% |
| 30D | +13.5% | +7.7% | +5.8% | +10.1% |
| 3M | -0.1% | -12.2% | +12.0% | +3.6% |
| 6M | +22.5% | -17.6% | +40.0% | +28.7% |
| YTD | -2.4% | -62.0% | +59.6% | +36.8% |
| 1Y | -4.7% | -62.3% | +57.6% | +33.2% |
| 3Y | +103.2% | -52.0% | +155.2% | +157.0% |
| 5Y | -41.2% | -51.8% | +10.5% | -37.6% |
| All | -44.5% | -61.1% | +16.5% | -37.0% |
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 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