+10.7%
TTMI vs FLUT
-63.1%
+73.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -10.5% |
| 7D | -19.2% | +4.2% | -23.3% | -18.5% |
| 30D | -44.9% | +8.0% | -52.9% | -44.0% |
| 3M | -44.7% | -22.1% | -22.7% | -45.6% |
| 6M | -53.4% | -21.7% | -31.7% | -53.8% |
| YTD | +6.3% | -62.0% | +68.3% | +28.7% |
| 1Y | +10.7% | -63.2% | +73.9% | +36.2% |
| All | +10.7% | -63.1% | +73.8% | +36.2% |
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