+5.4%
TEM vs FLUT
-63.2%
+68.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.6% | -5.4% |
| 7D | -5.9% | -0.7% | -5.2% | -5.6% |
| 30D | +4.8% | +9.3% | -4.5% | +1.9% |
| 3M | +31.9% | -17.5% | +49.4% | +38.9% |
| 6M | +56.0% | -14.6% | +70.6% | +58.2% |
| YTD | +21.3% | -62.3% | +83.5% | +52.5% |
| 1Y | +5.4% | -59.6% | +65.0% | +30.8% |
| All | +5.4% | -63.2% | +68.6% | +30.8% |
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