+9.1%
TE vs FDS
-23.3%
+32.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -19.1% | +1.5% | -20.5% | -18.9% |
| 30D | -34.1% | +14.8% | -49.0% | -33.0% |
| 3M | -60.1% | +16.3% | -76.4% | -59.2% |
| 6M | -66.0% | +66.2% | -132.2% | -66.2% |
| YTD | -71.4% | +16.2% | -87.6% | -69.5% |
| 1Y | -45.3% | +21.8% | -67.1% | -43.1% |
| 3Y | +9.1% | -23.9% | +33.0% | +36.4% |
| All | +9.1% | -23.3% | +32.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling