+22.2%
TMUS vs FLUT
-45.4%
+67.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.7% |
| YTD | -14.4% | -61.9% | +47.5% | -11.6% |
| 1Y | -17.9% | -65.0% | +47.2% | -14.9% |
| All | +22.2% | -45.4% | +67.5% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling