-5.9%
FLUT vs TENB
+3.0%
-8.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | -9.1% | +7.4% | -0.2% |
| 30D | +7.7% | -4.9% | +12.6% | +8.2% |
| 3M | -0.7% | +16.9% | -17.6% | -4.4% |
| 6M | -11.2% | +68.0% | -79.1% | -19.8% |
| YTD | -53.4% | +45.6% | -99.0% | -57.2% |
| 1Y | -65.8% | +12.7% | -78.5% | -67.2% |
| 3Y | -44.9% | -24.4% | -20.5% | -44.9% |
| 5Y | -49.7% | -26.7% | -23.0% | -50.7% |
| All | -5.9% | +3.0% | -8.9% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling