+19.3%
TPR vs FTV
+37.8%
-18.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.3% | +2.9% |
| 7D | +12.6% | +6.6% | +6.1% | +10.6% |
| 30D | +7.1% | +19.1% | -12.0% | +2.1% |
| 3M | -19.4% | +13.1% | -32.4% | -22.1% |
| 6M | -9.7% | +14.0% | -23.7% | -13.1% |
| YTD | -1.0% | +24.2% | -25.2% | -8.0% |
| 1Y | +19.3% | +36.4% | -17.1% | +16.1% |
| All | +19.3% | +37.8% | -18.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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