+318.5%
TPR vs FDS
+87.3%
+231.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.3% |
| 7D | -2.3% | -1.9% | -0.4% | -1.7% |
| 30D | -23.0% | +9.0% | -32.0% | -25.8% |
| 3M | -12.5% | +18.9% | -31.3% | -19.2% |
| 6M | -21.4% | +35.1% | -56.6% | -32.8% |
| YTD | -3.5% | +5.5% | -9.0% | -8.6% |
| 1Y | +17.4% | -16.8% | +34.2% | +23.6% |
| 3Y | +291.3% | -28.1% | +319.3% | +335.7% |
| 5Y | +241.9% | -17.4% | +259.3% | +244.9% |
| All | +318.5% | +87.3% | +231.2% | +182.3% |
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