+309.3%
TEL vs FLUT
-9.3%
+318.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | +1.6% | +0.4% | +1.1% | +1.5% |
| 30D | -0.7% | +2.5% | -3.2% | -1.1% |
| 3M | +2.4% | -9.2% | +11.7% | +3.2% |
| 6M | +4.1% | -8.2% | +12.4% | +4.5% |
| YTD | -5.8% | -53.2% | +47.4% | +3.0% |
| 1Y | +0.9% | -65.6% | +66.5% | +14.6% |
| 3Y | +72.6% | -43.6% | +116.2% | +82.3% |
| 5Y | +57.5% | -50.3% | +107.8% | +61.3% |
| All | +309.3% | -9.3% | +318.7% | +317.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling