+8.1%
FPS vs TNA
+35.2%
-27.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +1.8% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | -18.6% | -4.9% | -13.6% | -14.9% |
| 3M | -51.5% | +0.4% | -51.8% | -51.3% |
| 6M | -8.5% | +32.5% | -41.1% | -25.5% |
| All | +8.1% | +35.2% | -27.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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