+71.9%
TXN vs FLUT
-42.9%
+114.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +2.7% | -2.6% | +5.3% | +2.9% |
| 30D | -6.7% | +5.4% | -12.1% | -7.4% |
| 3M | -8.9% | -10.8% | +1.9% | -8.0% |
| 6M | +34.7% | -9.2% | +43.9% | +35.3% |
| YTD | +53.3% | -53.8% | +107.1% | +77.2% |
| 1Y | +45.0% | -66.0% | +111.0% | +79.3% |
| All | +71.9% | -42.9% | +114.8% | +83.9% |
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