-32.8%
FPS vs TPR
-2.7%
-30.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.0% | +7.2% |
| 7D | -24.5% | +14.2% | -38.7% | -28.2% |
| 30D | -52.1% | +17.1% | -69.2% | -55.0% |
| 3M | -48.4% | -17.7% | -30.6% | -42.9% |
| 6M | -54.4% | -10.2% | -44.2% | -52.7% |
| All | -32.8% | -2.7% | -30.1% | -33.7% |
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