-22.6%
FPS vs TRU
+17.6%
-40.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.6% | -21.9% | -15.1% |
| 7D | -23.3% | +10.5% | -33.9% | -19.3% |
| 30D | -42.4% | +28.7% | -71.1% | -36.4% |
| 3M | -43.0% | +0.7% | -43.7% | -41.6% |
| 6M | -44.5% | +19.3% | -63.8% | -41.9% |
| All | -22.6% | +17.6% | -40.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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