+240.4%
TPR vs FDS
-17.4%
+257.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | -2.3% | -1.9% | -0.4% | -2.0% |
| 30D | -23.0% | +9.0% | -32.0% | -24.3% |
| 3M | -12.5% | +18.9% | -31.3% | -15.8% |
| 6M | -21.4% | +35.1% | -56.6% | -27.4% |
| YTD | -3.5% | +5.5% | -9.0% | -3.5% |
| 1Y | +17.4% | -16.8% | +34.2% | +28.3% |
| 3Y | +291.3% | -28.1% | +319.3% | +347.2% |
| All | +240.4% | -17.4% | +257.8% | +279.3% |
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 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