+81.0%
TEL vs FLUT
-45.9%
+126.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | +2.9% | +9.3% | -6.4% | +1.3% |
| 3M | +1.1% | -17.5% | +18.6% | +3.6% |
| 6M | +5.0% | -14.6% | +19.6% | +5.9% |
| YTD | -3.9% | -62.3% | +58.4% | +14.5% |
| 1Y | -7.4% | -59.6% | +52.2% | +8.5% |
| 3Y | +81.0% | -45.3% | +126.3% | +99.5% |
| All | +81.0% | -45.9% | +126.9% | +99.5% |
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