+52.2%
TEM vs FLUT
-43.6%
+95.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.8% |
| 7D | -1.1% | -2.6% | +1.5% | +0.6% |
| 30D | +11.3% | +5.4% | +5.9% | +7.1% |
| 3M | +25.5% | -10.8% | +36.3% | +31.4% |
| 6M | +17.1% | -9.2% | +26.3% | +21.2% |
| YTD | +3.8% | -53.8% | +57.6% | +71.8% |
| 1Y | -24.4% | -66.0% | +41.6% | +58.8% |
| All | +52.2% | -43.6% | +95.8% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling