+148.1%
TRV vs FLUT
-45.4%
+193.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +8.0% | +5.0% | +3.0% | +7.6% |
| 3M | +9.3% | -16.4% | +25.7% | +10.4% |
| 6M | +36.2% | -14.6% | +50.8% | +37.0% |
| YTD | +40.6% | -61.9% | +102.4% | +50.9% |
| 1Y | +43.1% | -65.0% | +108.1% | +54.6% |
| All | +148.1% | -45.4% | +193.4% | +167.3% |
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