+24.3%
TPR vs FGI
+51.0%
-26.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +13.9% | -11.6% | +25.4% | +13.3% |
| 30D | +14.9% | -3.3% | +18.2% | +14.8% |
| 3M | -15.4% | +65.6% | -81.0% | -10.6% |
| 6M | -4.5% | -2.8% | -1.7% | +2.6% |
| YTD | +6.0% | +30.1% | -24.1% | +10.5% |
| 1Y | +24.3% | +50.2% | -25.8% | +20.1% |
| All | +24.3% | +51.0% | -26.6% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling