+20,007.7%
TSM vs FLUT
+2,054.3%
+17,953.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.0% | +3.0% |
| 7D | +2.7% | -1.6% | +4.4% | +2.8% |
| 30D | +3.6% | +7.7% | -4.1% | +3.0% |
| 3M | -3.4% | -0.7% | -2.7% | -3.7% |
| 6M | +20.6% | -11.2% | +31.8% | +21.0% |
| YTD | +41.9% | -53.4% | +95.3% | +48.2% |
| 1Y | +84.4% | -65.8% | +150.1% | +96.2% |
| 3Y | +380.2% | -44.9% | +425.2% | +395.6% |
| 5Y | +275.3% | -49.7% | +325.0% | +283.0% |
| 10Y | +1,751.4% | -9.7% | +1,761.1% | +1,768.1% |
| All | +20,007.7% | +2,054.3% | +17,953.5% | +20,311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling