+299.5%
TPR vs FGI
-66.3%
+365.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.5% |
| 7D | -1.1% | +13.5% | -14.7% | -1.0% |
| 30D | +15.1% | +17.1% | -2.0% | +15.3% |
| 3M | -13.4% | +78.0% | -91.4% | -12.2% |
| 6M | +1.4% | +46.4% | -45.1% | +2.9% |
| YTD | +4.8% | +47.7% | -42.9% | +5.2% |
| 1Y | +29.2% | +56.8% | -27.6% | +29.0% |
| 3Y | +403.7% | +12.3% | +391.4% | +396.7% |
| All | +299.5% | -66.3% | +365.8% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling