+901.9%
TTMI vs FLUT
-42.5%
+944.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +12.2% | +3.8% | +8.3% | +11.5% |
| 30D | -5.7% | +6.3% | -12.0% | -7.0% |
| 3M | -27.5% | -4.0% | -23.4% | -28.1% |
| 6M | +47.1% | -10.3% | +57.4% | +47.9% |
| YTD | +87.5% | -53.2% | +140.6% | +128.2% |
| 1Y | +175.2% | -65.0% | +240.3% | +267.7% |
| 3Y | +901.9% | -43.9% | +945.8% | +1,031.5% |
| All | +901.9% | -42.5% | +944.4% | +1,031.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling