+13.6%
TPR vs FTV
+19.1%
-5.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -27.3% | -8.3% | -19.0% | -25.3% |
| 3M | -16.2% | -7.4% | -8.8% | -14.3% |
| 6M | -17.9% | -1.2% | -16.7% | -18.4% |
| YTD | -7.1% | +2.7% | -9.8% | -9.3% |
| 1Y | +13.6% | +18.4% | -4.8% | +3.3% |
| All | +13.6% | +19.1% | -5.5% | +3.3% |
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