+99.7%
TXN vs FLUT
-63.1%
+162.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.6% |
| 7D | +1.0% | +4.2% | -3.1% | +1.5% |
| 30D | +6.1% | +8.0% | -1.9% | +7.1% |
| 3M | +10.4% | -22.1% | +32.4% | +7.9% |
| 6M | +12.6% | -21.7% | +34.3% | +11.5% |
| YTD | +83.5% | -62.0% | +145.4% | +94.7% |
| 1Y | +99.7% | -63.2% | +162.9% | +112.8% |
| All | +99.7% | -63.1% | +162.9% | +112.8% |
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