-23.7%
FLUT vs TENB
+22.6%
-46.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | +9.3% | +6.9% | +2.3% | +7.7% |
| 3M | -17.5% | +1.8% | -19.3% | -18.6% |
| 6M | -14.6% | +98.1% | -112.7% | -25.3% |
| YTD | -62.3% | +73.2% | -135.5% | -66.5% |
| 1Y | -59.6% | +50.7% | -110.3% | -63.4% |
| 3Y | -45.3% | +9.3% | -54.6% | -48.3% |
| 5Y | -50.4% | -25.1% | -25.3% | -52.5% |
| All | -23.7% | +22.6% | -46.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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