+843.5%
TTMI vs FLUT
-50.1%
+893.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +12.2% | +3.8% | +8.3% | +11.3% |
| 30D | -5.7% | +6.3% | -12.0% | -7.3% |
| 3M | -27.5% | -4.0% | -23.4% | -28.2% |
| 6M | +47.1% | -10.3% | +57.4% | +47.4% |
| YTD | +87.5% | -53.2% | +140.6% | +121.9% |
| 1Y | +175.2% | -65.0% | +240.3% | +252.7% |
| 3Y | +901.9% | -43.9% | +945.8% | +1,011.5% |
| 5Y | +843.5% | -49.2% | +892.7% | +812.9% |
| All | +843.5% | -50.1% | +893.6% | +812.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling