+8.1%
FPS vs TDY
-2.2%
+10.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +1.8% |
| 7D | +3.1% | -1.8% | +4.9% | +6.0% |
| 30D | -18.6% | -10.7% | -7.9% | -3.3% |
| 3M | -51.5% | -1.3% | -50.2% | -49.1% |
| 6M | -8.5% | -10.6% | +2.0% | +14.3% |
| All | +8.1% | -2.2% | +10.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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