+736.3%
TT vs FLUT
-26.8%
+763.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | -11.3% | +9.3% | -20.6% | -12.2% |
| 3M | -12.3% | -17.5% | +5.2% | -10.9% |
| 6M | -10.8% | -14.6% | +3.8% | -10.3% |
| YTD | +8.2% | -62.3% | +70.4% | +19.1% |
| 1Y | +1.5% | -59.6% | +61.1% | +10.8% |
| 3Y | +91.5% | -45.3% | +136.8% | +101.0% |
| 5Y | +130.2% | -50.4% | +180.6% | +137.4% |
| All | +736.3% | -26.8% | +763.1% | +734.0% |
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