+6.9%
FPS vs TD
+27.6%
-20.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -2.4% |
| 7D | +5.3% | -1.9% | +7.3% | +8.3% |
| 30D | -17.6% | -1.6% | -16.0% | -15.4% |
| 3M | -45.8% | +4.6% | -50.4% | -49.5% |
| 6M | -10.1% | +26.8% | -36.9% | -39.7% |
| All | +6.9% | +27.6% | -20.8% | -28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling