+3,326.7%
TXN vs FLUT
+1,645.8%
+1,680.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | +9.5% | -0.7% | +10.2% | +9.5% |
| 30D | +8.7% | +9.3% | -0.5% | +8.2% |
| 3M | +11.6% | -17.5% | +29.1% | +12.3% |
| 6M | +0.1% | -14.6% | +14.7% | +0.4% |
| YTD | +78.8% | -62.3% | +141.1% | +86.5% |
| 1Y | +91.2% | -59.6% | +150.9% | +98.8% |
| 3Y | +125.8% | -45.3% | +171.1% | +131.5% |
| 5Y | +83.8% | -50.4% | +134.2% | +87.2% |
| 10Y | +469.9% | -26.8% | +496.7% | +477.9% |
| All | +3,326.7% | +1,645.8% | +1,680.9% | +3,415.1% |
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