-18.4%
TSCO vs FLUT
-43.3%
+24.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -4.4% | -0.3% | -4.0% | -4.4% |
| 3M | +9.7% | -12.6% | +22.3% | +11.0% |
| 6M | -32.4% | -8.0% | -24.4% | -32.2% |
| YTD | -31.7% | -54.1% | +22.5% | -25.5% |
| 1Y | -41.3% | -66.1% | +24.8% | -33.3% |
| All | -18.4% | -43.3% | +24.9% | -18.4% |
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 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