+56.7%
TOST vs FLUT
-44.8%
+101.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.9% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -2.4% | +7.7% | -10.2% | -5.8% |
| 3M | +34.6% | -0.7% | +35.3% | +32.9% |
| 6M | +15.2% | -11.2% | +26.4% | +18.5% |
| YTD | -4.4% | -53.4% | +49.1% | +27.3% |
| 1Y | -17.4% | -65.8% | +48.3% | +24.6% |
| All | +56.7% | -44.8% | +101.5% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling