+30.6%
TMO vs FPS
-13.7%
+44.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -17.3% | +18.4% | +1.5% |
| 7D | +0.3% | -23.3% | +23.6% | +0.7% |
| 30D | +4.3% | -42.4% | +46.8% | +4.8% |
| 3M | +25.1% | -43.0% | +68.2% | +25.0% |
| 6M | +52.9% | -44.5% | +97.4% | +50.4% |
| All | +30.6% | -13.7% | +44.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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