+12.2%
TEM vs FLUT
-63.4%
+75.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.3% | -4.8% |
| 7D | +3.5% | -1.5% | +5.0% | +3.9% |
| 30D | +13.5% | +3.4% | +10.1% | +12.2% |
| 3M | +46.3% | -12.5% | +58.8% | +50.9% |
| 6M | +61.5% | -18.5% | +80.0% | +67.8% |
| YTD | +36.4% | -61.6% | +98.0% | +74.2% |
| 1Y | +12.2% | -64.1% | +76.3% | +46.2% |
| All | +12.2% | -63.4% | +75.6% | +46.2% |
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 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