+172.6%
TTMI vs FLUT
-65.9%
+238.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.0% | +8.7% |
| 7D | +5.9% | -1.6% | +7.5% | +5.7% |
| 30D | -4.3% | +7.7% | -12.1% | -3.8% |
| 3M | -32.0% | -0.7% | -31.3% | -32.5% |
| 6M | +19.5% | -11.2% | +30.6% | +21.8% |
| YTD | +82.0% | -53.4% | +135.5% | +129.3% |
| 1Y | +172.6% | -65.8% | +238.4% | +292.8% |
| All | +172.6% | -65.9% | +238.6% | +292.8% |
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 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