+33.0%
TSM vs FLUT
-63.7%
+96.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.5% |
| 7D | -2.5% | -6.5% | +4.0% | -2.6% |
| 30D | -14.3% | +2.8% | -17.0% | -14.2% |
| 3M | -7.2% | -13.5% | +6.2% | -7.0% |
| 6M | -5.1% | -19.0% | +13.8% | -5.3% |
| YTD | +28.9% | -61.9% | +90.8% | +46.1% |
| All | +33.0% | -63.7% | +96.7% | +52.5% |
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