-9.7%
TPR vs FGI
-9.3%
-0.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.0% | +8.5% | +3.2% |
| 7D | +12.6% | +3.3% | +9.3% | +13.0% |
| 30D | +7.1% | -2.0% | +9.2% | +7.0% |
| 3M | -19.4% | +60.3% | -79.6% | -10.1% |
| 6M | -9.7% | +0.7% | -10.5% | +9.1% |
| All | -9.7% | -9.3% | -0.4% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling