+1,502.2%
TSM vs FLUT
-26.1%
+1,528.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.5% |
| 7D | -2.5% | -6.5% | +4.0% | -1.7% |
| 30D | -14.3% | +2.8% | -17.0% | -14.8% |
| 3M | -7.2% | -13.5% | +6.2% | -6.0% |
| 6M | -5.1% | -19.0% | +13.8% | -3.7% |
| YTD | +28.9% | -61.9% | +90.8% | +46.4% |
| 1Y | +37.1% | -63.2% | +100.3% | +56.3% |
| 3Y | +341.5% | -46.0% | +387.5% | +376.0% |
| 5Y | +245.7% | -51.8% | +297.5% | +264.1% |
| 10Y | +1,502.2% | -26.1% | +1,528.3% | +1,640.3% |
| All | +1,502.2% | -26.1% | +1,528.3% | +1,640.3% |
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 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