+5,054.1%
TTMI vs FLUT
+1,663.9%
+3,390.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.8% |
| 7D | +22.6% | -1.2% | +23.8% | +22.7% |
| 30D | -34.3% | +5.0% | -39.3% | -34.6% |
| 3M | -44.8% | -16.4% | -28.3% | -44.4% |
| 6M | -53.3% | -14.6% | -38.7% | -53.3% |
| YTD | +10.6% | -61.9% | +72.4% | +17.2% |
| 1Y | +8.2% | -65.0% | +73.2% | +15.5% |
| 3Y | +435.7% | -44.8% | +480.5% | +454.8% |
| 5Y | +434.2% | -49.9% | +484.1% | +449.5% |
| 10Y | +426.4% | -26.1% | +452.5% | +431.5% |
| All | +5,054.1% | +1,663.9% | +3,390.1% | +4,876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling