+26.0%
TEM vs FLUT
-11.0%
+37.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.0% |
| 7D | +0.9% | -1.6% | +2.5% | +1.7% |
| 30D | +38.4% | +7.7% | +30.6% | +32.6% |
| 3M | +23.7% | -0.7% | +24.4% | +18.3% |
| 6M | +26.0% | -11.2% | +37.1% | +40.8% |
| All | +26.0% | -11.0% | +37.0% | +40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling