+8.1%
FPS vs TPR
-10.6%
+18.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.4% |
| 7D | +3.1% | -2.3% | +5.4% | +4.3% |
| 30D | -18.6% | -23.0% | +4.4% | -8.2% |
| 3M | -51.5% | -12.5% | -39.0% | -50.3% |
| 6M | -8.5% | -21.4% | +12.9% | +4.3% |
| All | +8.1% | -10.6% | +18.7% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling