+161.0%
TTMI vs FLUT
-65.6%
+226.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -4.0% |
| 7D | +7.5% | -2.6% | +10.1% | +7.3% |
| 30D | -4.5% | +5.4% | -9.8% | -4.1% |
| 3M | -28.5% | -10.8% | -17.8% | -27.7% |
| 6M | +28.4% | -9.2% | +37.6% | +30.0% |
| YTD | +80.1% | -53.8% | +133.9% | +125.5% |
| 1Y | +161.0% | -66.0% | +227.0% | +267.7% |
| All | +161.0% | -65.6% | +226.6% | +267.7% |
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