+127.9%
TT vs FLUT
-50.5%
+178.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -14.0% | +7.7% | -21.7% | -15.0% |
| 3M | -15.9% | -12.2% | -3.7% | -14.9% |
| 6M | -17.3% | -17.6% | +0.2% | -16.3% |
| YTD | +4.0% | -62.0% | +66.0% | +18.8% |
| 1Y | -7.1% | -62.3% | +55.1% | +5.9% |
| 3Y | +90.2% | -52.0% | +142.2% | +106.0% |
| All | +127.9% | -50.5% | +178.4% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling