-45.7%
TOST vs FLUT
-52.3%
+6.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.9% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | -2.4% | +7.7% | -10.2% | -5.7% |
| 3M | +34.6% | -0.7% | +35.3% | +33.0% |
| 6M | +15.2% | -11.2% | +26.4% | +18.4% |
| YTD | -4.4% | -53.4% | +49.1% | +24.9% |
| 1Y | -17.4% | -65.8% | +48.3% | +20.8% |
| 3Y | +54.5% | -44.9% | +99.4% | +85.6% |
| All | -45.7% | -52.3% | +6.6% | -42.5% |
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