+748.4%
TT vs FLUT
-26.1%
+774.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | +8.1% | -1.2% | +9.3% | +8.2% |
| 30D | -11.3% | +5.0% | -16.3% | -11.8% |
| 3M | -11.2% | -16.4% | +5.2% | -9.9% |
| 6M | -8.9% | -14.6% | +5.7% | -8.3% |
| YTD | +9.7% | -61.9% | +71.6% | +20.7% |
| 1Y | +1.3% | -65.0% | +66.3% | +12.4% |
| 3Y | +93.4% | -44.8% | +138.2% | +102.8% |
| 5Y | +133.5% | -49.9% | +183.4% | +140.6% |
| All | +748.4% | -26.1% | +774.5% | +745.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling