-51.2%
FLUT vs TENB
-32.3%
-18.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.4% |
| 7D | -3.6% | -7.1% | +3.6% | -2.0% |
| 30D | -0.3% | -15.4% | +15.0% | +2.9% |
| 3M | -12.6% | +19.5% | -32.1% | -18.1% |
| 6M | -8.0% | +54.8% | -62.8% | -20.1% |
| YTD | -54.1% | +36.1% | -90.2% | -59.1% |
| 1Y | -66.1% | +7.0% | -73.1% | -67.9% |
| 3Y | -45.0% | -27.6% | -17.5% | -44.4% |
| 5Y | -51.2% | -30.5% | -20.8% | -53.8% |
| All | -51.2% | -32.3% | -18.9% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling