-65.5%
TTD vs FLUT
-63.7%
-1.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.4% | +15.1% | +15.3% |
| 7D | +19.0% | -6.5% | +25.4% | +21.7% |
| 30D | +23.6% | +2.8% | +20.8% | +21.8% |
| 3M | +8.2% | -13.5% | +21.6% | +13.0% |
| 6M | -35.3% | -19.0% | -16.3% | -31.1% |
| YTD | -60.7% | -61.9% | +1.2% | -50.4% |
| All | -65.5% | -63.7% | -1.8% | -56.2% |
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 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