+0.7%
FPS vs TW
+1.9%
-1.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -6.0% |
| 7D | -4.6% | -2.7% | -1.9% | -6.0% |
| 30D | -22.6% | -1.7% | -20.8% | -23.2% |
| 3M | -45.1% | +1.6% | -46.7% | -44.6% |
| 6M | -17.8% | -17.7% | -0.1% | -15.7% |
| All | +0.7% | +1.9% | -1.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling