+36.0%
TSM vs FLUT
-63.1%
+99.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.3% |
| 7D | -10.0% | +4.2% | -14.1% | -9.9% |
| 30D | -18.5% | +8.0% | -26.5% | -18.5% |
| 3M | -4.9% | -22.1% | +17.2% | -4.2% |
| 6M | -1.0% | -21.7% | +20.7% | -0.6% |
| YTD | +31.3% | -62.0% | +93.2% | +48.7% |
| 1Y | +36.0% | -63.2% | +99.2% | +54.5% |
| All | +36.0% | -63.1% | +99.1% | +54.5% |
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