+5,901.7%
TSCO vs FLUT
+2,067.0%
+3,834.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +1.7% | +3.8% | -2.1% | +1.5% |
| 30D | +2.8% | +6.3% | -3.5% | +2.6% |
| 3M | +17.9% | -4.0% | +21.9% | +17.9% |
| 6M | -28.6% | -10.3% | -18.3% | -28.4% |
| YTD | -28.0% | -53.2% | +25.1% | -26.4% |
| 1Y | -39.9% | -65.0% | +25.2% | -37.9% |
| 3Y | -14.0% | -43.9% | +29.9% | -12.8% |
| 5Y | -2.9% | -49.2% | +46.3% | -2.1% |
| 10Y | +199.5% | -9.2% | +208.7% | +198.2% |
| All | +5,901.7% | +2,067.0% | +3,834.8% | +5,845.7% |
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