+683.8%
TEL vs FLUT
+233.6%
+450.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +3.0% | -1.6% | +4.6% | +3.1% |
| 30D | -3.9% | +7.7% | -11.7% | -4.5% |
| 3M | -5.1% | -0.7% | -4.4% | -5.3% |
| 6M | +0.6% | -11.2% | +11.8% | +1.1% |
| YTD | -7.3% | -53.4% | +46.2% | -2.5% |
| 1Y | +1.1% | -65.8% | +66.9% | +8.6% |
| 3Y | +63.7% | -44.9% | +108.6% | +69.3% |
| 5Y | +50.7% | -49.7% | +100.4% | +53.5% |
| 10Y | +290.2% | -9.7% | +299.9% | +290.4% |
| All | +683.8% | +233.6% | +450.3% | +694.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling