+379.4%
TTD vs FLUT
-9.7%
+389.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.7% |
| 7D | +6.3% | -1.6% | +8.0% | +6.9% |
| 30D | -23.9% | +7.7% | -31.6% | -26.0% |
| 3M | -31.4% | -0.7% | -30.7% | -31.7% |
| 6M | -42.7% | -11.2% | -31.5% | -40.9% |
| YTD | -62.0% | -53.4% | -8.5% | -52.5% |
| 1Y | -72.2% | -65.8% | -6.4% | -62.2% |
| 3Y | -81.9% | -44.9% | -37.0% | -78.6% |
| 5Y | -81.5% | -49.7% | -31.9% | -79.2% |
| All | +379.4% | -9.7% | +389.1% | +418.9% |
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