+230.8%
TPR vs FDS
-23.2%
+254.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.1% | -2.6% | +1.4% | -0.7% |
| 30D | +15.1% | +14.1% | +1.0% | +12.4% |
| 3M | -13.4% | +19.8% | -33.2% | -16.5% |
| 6M | +1.4% | +55.0% | -53.6% | -8.3% |
| YTD | +4.8% | +15.9% | -11.1% | +3.0% |
| 1Y | +29.2% | +24.2% | +5.0% | +23.0% |
| 3Y | +403.7% | -24.0% | +427.7% | +479.0% |
| 5Y | +230.8% | -23.3% | +254.2% | +252.5% |
| All | +230.8% | -23.2% | +254.1% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling