+42.4%
TEL vs FLUT
-52.1%
+94.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.0% |
| 3M | +1.1% | -17.5% | +18.6% | +4.0% |
| 6M | +5.0% | -14.6% | +19.6% | +6.3% |
| YTD | -3.9% | -62.3% | +58.4% | +14.4% |
| 1Y | -7.4% | -59.6% | +52.2% | +8.5% |
| 3Y | +81.0% | -45.3% | +126.3% | +94.9% |
| All | +42.4% | -52.1% | +94.4% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling