+138.0%
TRV vs FLUT
-42.1%
+180.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +0.5% | +3.8% | -3.3% | +0.2% |
| 30D | -4.9% | +6.3% | -11.1% | -5.3% |
| 3M | +23.7% | -4.0% | +27.8% | +23.8% |
| 6M | +20.3% | -10.3% | +30.6% | +20.8% |
| YTD | +27.1% | -53.2% | +80.2% | +33.9% |
| 1Y | +35.3% | -65.0% | +100.4% | +46.1% |
| All | +138.0% | -42.1% | +180.1% | +151.3% |
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