-10.5%
TEM vs FLUT
-63.1%
+52.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.2% |
| 7D | -1.3% | +4.2% | -5.5% | -2.4% |
| 30D | -9.5% | +8.0% | -17.5% | -11.8% |
| 3M | +60.7% | -22.1% | +82.8% | +71.9% |
| 6M | +35.5% | -21.7% | +57.2% | +42.9% |
| YTD | +28.0% | -62.0% | +90.0% | +61.4% |
| 1Y | -10.5% | -63.2% | +52.7% | +13.6% |
| All | -10.5% | -63.1% | +52.6% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling