+4,034.5%
TMO vs FLUT
+2,037.5%
+1,997.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | -0.5% | -2.6% | +2.1% | -0.3% |
| 30D | +1.0% | +5.4% | -4.4% | +0.7% |
| 3M | +22.7% | -10.8% | +33.5% | +23.2% |
| 6M | +19.0% | -9.2% | +28.2% | +19.3% |
| YTD | +4.7% | -53.8% | +58.5% | +7.9% |
| 1Y | +26.0% | -66.0% | +92.0% | +31.2% |
| 3Y | +18.0% | -44.7% | +62.7% | +20.2% |
| 5Y | +8.0% | -50.6% | +58.6% | +9.1% |
| 10Y | +333.8% | -10.4% | +344.2% | +333.3% |
| All | +4,034.5% | +2,037.5% | +1,997.0% | +4,075.9% |
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