+443.1%
TTMI vs FLUT
-22.9%
+466.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.3% | +8.5% |
| 7D | +7.2% | +4.5% | +2.7% | +6.7% |
| 30D | -28.7% | +9.2% | -37.9% | -29.7% |
| 3M | -39.8% | -13.7% | -26.1% | -39.1% |
| 6M | -51.7% | -9.0% | -42.7% | -52.2% |
| YTD | +14.1% | -60.2% | +74.3% | +28.8% |
| 1Y | +16.0% | -63.1% | +79.1% | +32.8% |
| 3Y | +452.7% | -42.5% | +495.1% | +490.6% |
| 5Y | +451.5% | -47.6% | +499.1% | +475.6% |
| 10Y | +443.1% | -22.9% | +466.0% | +456.3% |
| All | +443.1% | -22.9% | +466.0% | +456.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling