-72.0%
TTD vs FLUT
-63.1%
-8.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.7% |
| 7D | +3.7% | +4.2% | -0.5% | +1.8% |
| 30D | +10.4% | +8.0% | +2.4% | +7.0% |
| 3M | -31.6% | -22.1% | -9.5% | -26.0% |
| 6M | -45.1% | -21.7% | -23.4% | -41.1% |
| YTD | -65.1% | -62.0% | -3.2% | -57.8% |
| 1Y | -72.0% | -63.2% | -8.8% | -66.1% |
| All | -72.0% | -63.1% | -8.9% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling