-22.6%
FPS vs TPR
-8.2%
-14.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.5% | -20.9% | -18.6% |
| 7D | -23.3% | +12.6% | -36.0% | -27.2% |
| 30D | -42.4% | +7.1% | -49.6% | -44.1% |
| 3M | -43.0% | -19.4% | -23.7% | -37.5% |
| 6M | -44.5% | -9.7% | -34.8% | -45.0% |
| All | -22.6% | -8.2% | -14.4% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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