+52.1%
TMUS vs FLUT
-49.0%
+101.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.9% |
| 3M | -2.9% | -16.4% | +13.5% | -1.8% |
| 6M | -10.5% | -14.6% | +4.1% | -9.7% |
| YTD | -14.4% | -61.9% | +47.5% | -9.5% |
| 1Y | -17.9% | -65.0% | +47.2% | -12.7% |
| 3Y | +21.9% | -44.8% | +66.7% | +23.5% |
| 5Y | +52.1% | -49.9% | +102.0% | +47.2% |
| All | +52.1% | -49.0% | +101.1% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling