+66.7%
TEL vs FLUT
-42.9%
+109.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +1.2% | -2.6% | +3.8% | +1.6% |
| 30D | -4.1% | +5.4% | -9.5% | -5.1% |
| 3M | -2.6% | -10.8% | +8.2% | -1.3% |
| 6M | 0.0% | -9.2% | +9.2% | +0.7% |
| YTD | -9.1% | -53.8% | +44.8% | +4.5% |
| 1Y | -0.8% | -66.0% | +65.1% | +21.1% |
| All | +66.7% | -42.9% | +109.6% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling