+8,486.3%
TPR vs FDS
+1,663.6%
+6,822.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.5% | +7.6% | +7.3% |
| 7D | +13.9% | +6.4% | +7.5% | +10.8% |
| 30D | +14.9% | +25.2% | -10.2% | +4.0% |
| 3M | -15.4% | +22.9% | -38.3% | -23.8% |
| 6M | -4.5% | +56.5% | -61.0% | -25.1% |
| YTD | +6.0% | +19.0% | -13.0% | -8.2% |
| 1Y | +24.3% | +32.7% | -8.4% | +1.7% |
| 3Y | +412.8% | -20.4% | +433.2% | +421.2% |
| 5Y | +258.4% | -19.6% | +278.0% | +258.0% |
| 10Y | +396.8% | +148.5% | +248.3% | +182.1% |
| All | +8,486.3% | +1,663.6% | +6,822.7% | +1,751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling