+408.0%
TPR vs FGI
-0.1%
+408.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +12.1% | -4.1% | +16.2% | +12.0% |
| 30D | +16.7% | -3.4% | +20.0% | +16.6% |
| 3M | -17.4% | +61.8% | -79.2% | -15.1% |
| 6M | +2.3% | +17.0% | -14.8% | +5.4% |
| YTD | +7.1% | +31.4% | -24.3% | +9.7% |
| 1Y | +29.5% | +42.7% | -13.2% | +32.4% |
| All | +408.0% | -0.1% | +408.1% | +430.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling