+125.8%
TXN vs FLUT
-45.9%
+171.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +9.5% | -0.7% | +10.2% | +9.5% |
| 30D | +8.7% | +9.3% | -0.5% | +7.6% |
| 3M | +11.6% | -17.5% | +29.1% | +13.4% |
| 6M | +0.1% | -14.6% | +14.7% | +0.2% |
| YTD | +78.8% | -62.3% | +141.1% | +112.7% |
| 1Y | +91.2% | -59.6% | +150.9% | +123.5% |
| 3Y | +125.8% | -45.3% | +171.1% | +147.3% |
| All | +125.8% | -45.9% | +171.7% | +147.3% |
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