+144.9%
TE vs FDS
-28.0%
+172.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.8% | -0.9% | -8.4% |
| 7D | +0.9% | -16.0% | +16.9% | -4.4% |
| 30D | -16.3% | -6.7% | -9.5% | -17.9% |
| 3M | -40.8% | +6.0% | -46.7% | -38.4% |
| 6M | -42.6% | +25.1% | -67.7% | -39.4% |
| YTD | -31.4% | -8.1% | -23.3% | -28.7% |
| 1Y | +144.9% | -26.0% | +170.9% | +155.4% |
| All | +144.9% | -28.0% | +172.9% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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