+893.7%
TT vs FLUT
-9.2%
+902.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.6% | +3.8% | -2.2% | +1.2% |
| 30D | -7.3% | +6.3% | -13.6% | -8.0% |
| 3M | -2.6% | -4.0% | +1.5% | -2.6% |
| 6M | +5.9% | -10.3% | +16.2% | +6.4% |
| YTD | +15.4% | -53.2% | +68.6% | +24.7% |
| 1Y | +8.2% | -65.0% | +73.3% | +20.8% |
| 3Y | +122.7% | -43.9% | +166.6% | +133.3% |
| 5Y | +145.0% | -49.2% | +194.2% | +150.7% |
| 10Y | +893.7% | -9.2% | +902.9% | +872.5% |
| All | +893.7% | -9.2% | +902.9% | +872.5% |
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