+239.9%
TMUS vs FLUT
-26.1%
+266.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.4% |
| 7D | +6.5% | -1.2% | +7.7% | +6.6% |
| 30D | +11.3% | +5.0% | +6.2% | +11.0% |
| 3M | -2.9% | -16.4% | +13.5% | -2.1% |
| 6M | -10.5% | -14.6% | +4.1% | -9.9% |
| YTD | -14.4% | -61.9% | +47.5% | -11.0% |
| 1Y | -17.9% | -65.0% | +47.2% | -14.3% |
| 3Y | +21.9% | -44.8% | +66.7% | +23.7% |
| 5Y | +52.1% | -49.9% | +102.0% | +52.1% |
| All | +239.9% | -26.1% | +266.0% | +241.2% |
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