-10.2%
TPR vs FDS
+53.0%
-63.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.2% |
| 7D | +14.2% | -0.5% | +14.7% | +14.2% |
| 30D | +17.1% | +20.2% | -3.1% | +18.6% |
| 3M | -17.7% | +19.9% | -37.6% | -16.2% |
| 6M | -10.2% | +56.2% | -66.3% | -2.4% |
| All | -10.2% | +53.0% | -63.2% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling