+416.5%
TPR vs FDS
-23.2%
+439.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.9% |
| 7D | +14.2% | -0.5% | +14.7% | +14.2% |
| 30D | +17.1% | +20.2% | -3.1% | +16.4% |
| 3M | -17.7% | +19.9% | -37.6% | -18.2% |
| 6M | -10.2% | +56.2% | -66.3% | -12.2% |
| YTD | +4.9% | +14.6% | -9.6% | +8.3% |
| 1Y | +36.1% | +31.6% | +4.5% | +34.9% |
| 3Y | +416.5% | -23.8% | +440.3% | +478.0% |
| All | +416.5% | -23.2% | +439.6% | +478.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling