+100.1%
TEM vs FLUT
-53.1%
+153.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.3% | -5.0% |
| 7D | +3.5% | -1.5% | +5.0% | +4.2% |
| 30D | +13.5% | +3.4% | +10.1% | +10.7% |
| 3M | +46.3% | -12.5% | +58.8% | +53.3% |
| 6M | +61.5% | -18.5% | +80.0% | +71.7% |
| YTD | +36.4% | -61.6% | +98.0% | +146.0% |
| 1Y | +12.2% | -64.1% | +76.3% | +110.6% |
| All | +100.1% | -53.1% | +153.2% | +288.4% |
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