+19,330.2%
TSM vs FLUT
+1,739.7%
+17,590.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.6% | +4.0% |
| 7D | +4.4% | +4.5% | -0.1% | +4.2% |
| 30D | -7.0% | +9.2% | -16.2% | -7.6% |
| 3M | -1.8% | -13.7% | +11.9% | -1.2% |
| 6M | +2.7% | -9.0% | +11.7% | +2.7% |
| YTD | +37.1% | -60.2% | +97.3% | +44.4% |
| 1Y | +43.5% | -63.1% | +106.6% | +51.8% |
| 3Y | +341.5% | -42.5% | +384.0% | +355.7% |
| 5Y | +278.9% | -47.6% | +326.4% | +288.3% |
| 10Y | +1,641.8% | -22.9% | +1,664.7% | +1,671.7% |
| All | +19,330.2% | +1,739.7% | +17,590.6% | +19,782.8% |
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