+18.0%
TPR vs FDS
-17.3%
+35.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.4% |
| 7D | -2.3% | -1.9% | -0.4% | -2.5% |
| 30D | -23.0% | +9.0% | -32.0% | -22.1% |
| 3M | -12.5% | +18.9% | -31.3% | -10.8% |
| 6M | -21.4% | +35.1% | -56.6% | -18.1% |
| YTD | -3.5% | +5.5% | -9.0% | +0.4% |
| All | +18.0% | -17.3% | +35.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling