-23.7%
FPS vs TT
-4.6%
-19.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +2.2% |
| 7D | +13.6% | +4.0% | +9.5% | +7.3% |
| 30D | -32.4% | -11.3% | -21.0% | -16.5% |
| 3M | -41.1% | -12.3% | -28.8% | -25.7% |
| 6M | -51.4% | -10.8% | -40.6% | -39.4% |
| All | -23.7% | -4.6% | -19.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling