-22.6%
FPS vs TRI
+25.4%
-48.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.4% | -23.7% | -13.7% |
| 7D | -23.3% | +1.0% | -24.3% | -21.6% |
| 30D | -42.4% | +20.8% | -63.2% | -35.8% |
| 3M | -43.0% | +8.1% | -51.2% | -38.3% |
| 6M | -44.5% | +24.2% | -68.6% | -32.9% |
| All | -22.6% | +25.4% | -48.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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