+88.9%
TEM vs FLUT
-53.6%
+142.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.8% |
| 7D | +5.3% | -1.1% | +6.4% | +5.8% |
| 30D | +8.1% | +7.7% | +0.4% | +2.7% |
| 3M | +64.9% | -12.2% | +77.1% | +72.5% |
| 6M | +42.1% | -17.6% | +59.7% | +49.5% |
| YTD | +28.8% | -62.0% | +90.8% | +133.5% |
| 1Y | +5.5% | -62.3% | +67.8% | +88.7% |
| All | +88.9% | -53.6% | +142.5% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling