-73.1%
TTD vs FLUT
-66.0%
-7.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +1.7% | +3.8% | -2.1% | +0.5% |
| 30D | +1.6% | +6.3% | -4.7% | -0.8% |
| 3M | -27.8% | -4.0% | -23.8% | -27.2% |
| 6M | -52.1% | -10.3% | -41.8% | -51.1% |
| YTD | -63.1% | -53.2% | -9.9% | -57.7% |
| 1Y | -73.1% | -65.0% | -8.0% | -68.1% |
| All | -73.1% | -66.0% | -7.1% | -68.1% |
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