+365.8%
TTD vs FLUT
-9.2%
+375.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +1.7% | +3.8% | -2.1% | +0.6% |
| 30D | +1.6% | +6.3% | -4.7% | -0.7% |
| 3M | -27.8% | -4.0% | -23.8% | -27.4% |
| 6M | -52.1% | -10.3% | -41.8% | -50.9% |
| YTD | -63.1% | -53.2% | -9.9% | -54.0% |
| 1Y | -73.1% | -65.0% | -8.0% | -63.6% |
| 3Y | -83.3% | -43.9% | -39.4% | -80.2% |
| 5Y | -80.6% | -49.2% | -31.4% | -78.2% |
| All | +365.8% | -9.2% | +375.0% | +403.2% |
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