+8.1%
FPS vs TD
+30.3%
-22.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +4.5% |
| 7D | +3.1% | +0.3% | +2.8% | +2.6% |
| 30D | -18.6% | +0.4% | -18.9% | -18.8% |
| 3M | -51.5% | +7.6% | -59.1% | -56.7% |
| 6M | -8.5% | +25.0% | -33.5% | -37.6% |
| All | +8.1% | +30.3% | -22.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling