-22.6%
FPS vs TT
-6.3%
-16.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.7% | -15.7% | -14.8% |
| 7D | -23.3% | -8.5% | -14.9% | -12.1% |
| 30D | -42.4% | -12.8% | -29.6% | -28.1% |
| 3M | -43.0% | -12.9% | -30.2% | -28.6% |
| 6M | -44.5% | -15.2% | -29.2% | -26.6% |
| All | -22.6% | -6.3% | -16.3% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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