-53.2%
TE vs FDS
+20.4%
-73.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.8% |
| 7D | -4.0% | -1.9% | -2.1% | -3.7% |
| 30D | -15.9% | +9.0% | -24.9% | -17.0% |
| 3M | -60.5% | +18.9% | -79.4% | -62.0% |
| 6M | -35.2% | +35.1% | -70.3% | -40.4% |
| YTD | -31.1% | +5.5% | -36.6% | -32.7% |
| 1Y | +148.6% | -16.8% | +165.5% | +161.4% |
| 3Y | -26.4% | -28.1% | +1.7% | -19.2% |
| 5Y | -48.0% | -17.4% | -30.6% | -43.8% |
| All | -53.2% | +20.4% | -73.6% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling