-23.6%
FPS vs TNA
+9.0%
-32.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.9% | -4.9% | -5.4% |
| 7D | +21.6% | +7.7% | +13.9% | +15.5% |
| 30D | -38.8% | -0.7% | -38.1% | -37.5% |
| 3M | -42.1% | -25.4% | -16.7% | -25.0% |
| 6M | -48.5% | -11.8% | -36.7% | -41.6% |
| All | -23.6% | +9.0% | -32.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling