+191.1%
TRI vs FDS
+64.8%
+126.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | -7.9% | -14.0% | +6.1% | -1.3% |
| 30D | -4.5% | -6.2% | +1.7% | -1.4% |
| 3M | +22.1% | +10.2% | +11.9% | +17.4% |
| 6M | -2.8% | +27.4% | -30.2% | -11.9% |
| YTD | -23.4% | -9.3% | -14.1% | -20.6% |
| 1Y | -41.5% | -28.6% | -12.9% | -34.1% |
| 3Y | -19.2% | -36.8% | +17.6% | -6.0% |
| 5Y | -9.4% | -28.6% | +19.2% | -0.5% |
| All | +191.1% | +64.8% | +126.2% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling