+2,802.8%
TXN vs FLUT
+2,054.3%
+748.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +1.9% |
| 7D | -0.1% | -1.6% | +1.6% | 0.0% |
| 30D | -6.9% | +7.7% | -14.7% | -7.3% |
| 3M | -14.9% | -0.7% | -14.2% | -15.1% |
| 6M | +29.0% | -11.2% | +40.2% | +29.2% |
| YTD | +51.5% | -53.4% | +104.9% | +56.7% |
| 1Y | +41.6% | -65.8% | +107.3% | +48.7% |
| 3Y | +65.8% | -44.9% | +110.7% | +69.7% |
| 5Y | +56.8% | -49.7% | +106.5% | +58.9% |
| 10Y | +387.5% | -9.7% | +397.2% | +390.3% |
| All | +2,802.8% | +2,054.3% | +748.6% | +2,853.4% |
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