+6.9%
TMO vs FLUT
-51.9%
+58.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | -0.3% | -0.3% | 0.0% | -0.4% |
| 3M | +25.3% | -12.6% | +37.9% | +27.1% |
| 6M | +20.9% | -8.0% | +28.8% | +21.5% |
| YTD | +4.3% | -54.1% | +58.4% | +15.1% |
| 1Y | +27.0% | -66.1% | +93.2% | +45.6% |
| 3Y | +17.5% | -45.0% | +62.5% | +23.9% |
| 5Y | +6.9% | -51.2% | +58.2% | +10.3% |
| All | +6.9% | -51.9% | +58.8% | +10.3% |
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