+412.3%
TTD vs FLUT
-25.6%
+437.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.1% |
| 7D | +19.9% | -1.5% | +21.4% | +20.4% |
| 30D | +27.6% | +3.4% | +24.2% | +25.9% |
| 3M | +15.2% | -12.5% | +27.6% | +19.2% |
| 6M | -33.2% | -18.5% | -14.7% | -29.5% |
| YTD | -59.4% | -61.6% | +2.3% | -46.3% |
| 1Y | -64.4% | -64.1% | -0.3% | -52.2% |
| 3Y | -75.9% | -44.5% | -31.4% | -71.2% |
| 5Y | -82.6% | -51.3% | -31.3% | -79.7% |
| 10Y | +558.1% | -25.6% | +583.7% | +653.8% |
| All | +412.3% | -25.6% | +437.9% | +486.8% |
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