+1,753.6%
TSM vs FLUT
-9.2%
+1,762.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +6.0% | +3.8% | +2.2% | +5.4% |
| 30D | +4.5% | +6.3% | -1.8% | +3.4% |
| 3M | +3.1% | -4.0% | +7.1% | +2.9% |
| 6M | +30.2% | -10.3% | +40.5% | +31.0% |
| YTD | +45.2% | -53.2% | +98.4% | +61.0% |
| 1Y | +79.6% | -65.0% | +144.6% | +107.6% |
| 3Y | +411.0% | -43.9% | +454.9% | +446.8% |
| 5Y | +290.7% | -49.2% | +340.0% | +304.0% |
| 10Y | +1,753.6% | -9.2% | +1,762.8% | +1,862.4% |
| All | +1,753.6% | -9.2% | +1,762.8% | +1,862.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling