+236.4%
TSM vs FLUT
-50.5%
+286.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.6% |
| 7D | -7.6% | -1.1% | -6.5% | -7.5% |
| 30D | -20.5% | +7.7% | -28.2% | -22.1% |
| 3M | -10.0% | -12.2% | +2.2% | -8.5% |
| 6M | -10.1% | -17.6% | +7.5% | -8.5% |
| YTD | +24.5% | -62.0% | +86.5% | +53.0% |
| 1Y | +31.2% | -62.3% | +93.4% | +60.9% |
| 3Y | +322.0% | -52.0% | +373.9% | +377.9% |
| All | +236.4% | -50.5% | +286.9% | +252.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling