+400.7%
TXN vs FLUT
-11.0%
+411.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +2.0% | -3.6% | +5.5% | +2.3% |
| 30D | -8.0% | -0.3% | -7.6% | -8.1% |
| 3M | -7.8% | -12.6% | +4.9% | -6.9% |
| 6M | +32.4% | -8.0% | +40.4% | +32.4% |
| YTD | +51.7% | -54.1% | +105.8% | +64.4% |
| 1Y | +44.3% | -66.1% | +110.4% | +61.9% |
| 3Y | +71.3% | -45.0% | +116.3% | +80.3% |
| 5Y | +56.4% | -51.2% | +107.6% | +60.0% |
| All | +400.7% | -11.0% | +411.7% | +446.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling