-17.1%
TMUS vs FLUT
-62.9%
+45.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.6% |
| 7D | +8.2% | +4.5% | +3.6% | +7.8% |
| 30D | +13.4% | +9.2% | +4.1% | +12.8% |
| 3M | -3.0% | -13.7% | +10.6% | -2.8% |
| 6M | -8.8% | -9.0% | +0.2% | -7.6% |
| YTD | -13.8% | -60.2% | +46.4% | -17.2% |
| 1Y | -17.1% | -63.1% | +46.1% | -20.7% |
| All | -17.1% | -62.9% | +45.8% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling