+49.9%
TRV vs FLUT
-63.1%
+113.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.6% |
| 7D | +3.9% | +4.2% | -0.3% | +3.7% |
| 30D | +13.5% | +8.0% | +5.5% | +13.1% |
| 3M | +8.9% | -22.1% | +31.0% | +9.6% |
| 6M | +36.8% | -21.7% | +58.5% | +37.4% |
| YTD | +42.7% | -62.0% | +104.6% | +46.1% |
| 1Y | +49.9% | -63.2% | +113.0% | +53.4% |
| All | +49.9% | -63.1% | +113.0% | +53.4% |
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