+60.5%
TEM vs FLUT
-43.1%
+103.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.8% |
| 30D | +38.4% | +7.7% | +30.6% | +31.4% |
| 3M | +23.7% | -0.7% | +24.4% | +20.2% |
| 6M | +26.0% | -11.2% | +37.1% | +32.2% |
| YTD | +9.4% | -53.4% | +62.9% | +80.2% |
| 1Y | -17.3% | -65.8% | +48.5% | +72.9% |
| All | +60.5% | -43.1% | +103.7% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling