+234.7%
TMUS vs FLUT
-26.1%
+260.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +4.1% |
| 7D | +5.3% | -6.5% | +11.8% | +5.7% |
| 30D | +13.5% | +2.8% | +10.8% | +13.4% |
| 3M | -4.2% | -13.5% | +9.2% | -3.6% |
| 6M | -11.9% | -19.0% | +7.1% | -11.1% |
| YTD | -15.6% | -61.9% | +46.3% | -12.2% |
| 1Y | -16.8% | -63.2% | +46.5% | -13.3% |
| 3Y | +20.8% | -46.0% | +66.8% | +22.7% |
| 5Y | +48.0% | -51.8% | +99.8% | +48.1% |
| 10Y | +234.7% | -26.1% | +260.8% | +236.5% |
| All | +234.7% | -26.1% | +260.8% | +236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling