+330.4%
TSM vs FLUT
-45.9%
+376.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | +6.2% | -0.7% | +6.9% | +6.4% |
| 30D | -7.3% | +9.3% | -16.5% | -9.2% |
| 3M | -7.1% | -17.5% | +10.4% | -4.2% |
| 6M | +0.2% | -14.6% | +14.8% | +0.7% |
| YTD | +32.2% | -62.3% | +94.5% | +69.5% |
| 1Y | +42.8% | -59.6% | +102.4% | +78.6% |
| 3Y | +330.4% | -45.3% | +375.7% | +368.0% |
| All | +330.4% | -45.9% | +376.3% | +368.0% |
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