+9.7%
FPS vs TRI
+4.1%
+5.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +9.6% |
| 7D | +1.5% | -7.9% | +9.4% | -1.5% |
| 30D | -16.9% | -4.5% | -12.3% | -17.8% |
| 3M | -45.3% | +22.1% | -67.4% | -39.5% |
| 6M | -10.3% | -2.8% | -7.5% | -3.1% |
| All | +9.7% | +4.1% | +5.6% | +23.9% |
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