+299.4%
TPR vs FDS
-27.9%
+327.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -2.3% | -1.9% | -0.4% | -2.3% |
| 30D | -23.0% | +9.0% | -32.0% | -23.2% |
| 3M | -12.5% | +18.9% | -31.3% | -13.1% |
| 6M | -21.4% | +35.1% | -56.6% | -22.6% |
| YTD | -3.5% | +5.5% | -9.0% | -0.2% |
| 1Y | +17.4% | -16.8% | +34.2% | +28.8% |
| All | +299.4% | -27.9% | +327.3% | +355.1% |
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