+329.6%
TTD vs FLUT
-26.3%
+355.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.4% |
| 7D | +5.2% | -1.1% | +6.3% | +5.4% |
| 30D | +6.9% | +7.7% | -0.8% | +4.1% |
| 3M | -26.8% | -12.2% | -14.7% | -24.5% |
| 6M | -46.1% | -17.6% | -28.6% | -43.4% |
| YTD | -65.9% | -62.0% | -3.9% | -54.8% |
| 1Y | -71.8% | -62.3% | -9.6% | -62.8% |
| 3Y | -83.3% | -52.0% | -31.4% | -79.3% |
| 5Y | -81.1% | -51.8% | -29.4% | -77.9% |
| 10Y | +441.7% | -26.3% | +468.0% | +522.2% |
| All | +329.6% | -26.3% | +355.9% | +393.5% |
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