+397.0%
TSM vs FLUT
-41.5%
+438.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.0% | +3.3% |
| 7D | +2.7% | -1.6% | +4.4% | +3.0% |
| 30D | +3.6% | +7.7% | -4.1% | +1.6% |
| 3M | -3.4% | -0.7% | -2.7% | -4.6% |
| 6M | +20.6% | -11.2% | +31.8% | +22.1% |
| YTD | +41.9% | -53.4% | +95.3% | +72.1% |
| 1Y | +84.4% | -65.8% | +150.1% | +144.2% |
| All | +397.0% | -41.5% | +438.5% | +439.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling