-41.5%
TRI vs FDS
-27.2%
-14.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | -7.9% | -14.0% | +6.1% | +2.0% |
| 30D | -4.5% | -6.2% | +1.7% | +0.1% |
| 3M | +22.1% | +10.2% | +11.9% | +15.4% |
| 6M | -2.8% | +27.4% | -30.2% | -16.1% |
| YTD | -23.4% | -9.3% | -14.1% | -22.6% |
| 1Y | -41.5% | -28.6% | -12.9% | -37.0% |
| All | -41.5% | -27.2% | -14.3% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling