+275.3%
TMUS vs FLUT
+201.4%
+73.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | +3.6% | -1.1% | +4.6% | +3.6% |
| 30D | -3.4% | +7.7% | -11.1% | -3.5% |
| 3M | -9.5% | -12.2% | +2.7% | -9.2% |
| 6M | -15.2% | -17.6% | +2.4% | -14.8% |
| YTD | -18.9% | -62.0% | +43.1% | -17.4% |
| 1Y | -17.7% | -62.3% | +44.6% | -16.2% |
| 3Y | +15.6% | -52.0% | +67.6% | +16.9% |
| 5Y | +38.9% | -51.8% | +90.7% | +39.3% |
| 10Y | +245.3% | -26.3% | +271.6% | +246.8% |
| All | +275.3% | +201.4% | +73.9% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling