+5,660.7%
TT vs FLUT
+1,658.1%
+4,002.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -2.0% | -1.1% | -0.9% | -2.0% |
| 30D | -14.0% | +7.7% | -21.7% | -14.5% |
| 3M | -15.9% | -12.2% | -3.7% | -15.4% |
| 6M | -17.3% | -17.6% | +0.2% | -16.8% |
| YTD | +4.0% | -62.0% | +66.0% | +10.2% |
| 1Y | -7.1% | -62.3% | +55.1% | -1.6% |
| 3Y | +90.2% | -52.0% | +142.2% | +97.5% |
| 5Y | +131.1% | -51.8% | +182.9% | +136.5% |
| 10Y | +777.7% | -26.3% | +804.0% | +769.2% |
| All | +5,660.7% | +1,658.1% | +4,002.6% | +5,284.0% |
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 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