+371.7%
TPR vs FDS
+132.8%
+239.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.7% |
| 7D | +6.4% | -2.1% | +8.5% | +7.2% |
| 30D | +13.8% | +16.0% | -2.3% | +7.6% |
| 3M | -16.6% | +18.8% | -35.4% | -22.5% |
| 6M | +0.7% | +54.1% | -53.4% | -17.4% |
| YTD | +5.3% | +17.0% | -11.7% | -4.4% |
| 1Y | +32.4% | +25.5% | +6.8% | +15.2% |
| 3Y | +406.4% | -23.3% | +429.7% | +454.0% |
| 5Y | +227.9% | -22.6% | +250.5% | +249.8% |
| 10Y | +371.7% | +130.2% | +241.5% | +194.5% |
| All | +371.7% | +132.8% | +239.0% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling