+19.3%
TRV vs FPS
-8.3%
+27.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.2% |
| 7D | -0.1% | +3.1% | -3.3% | 0.0% |
| 30D | -3.4% | -18.6% | +15.1% | -4.6% |
| 3M | +26.4% | -51.5% | +77.9% | +22.8% |
| 6M | +19.3% | -8.5% | +27.8% | +15.5% |
| All | +19.3% | -8.3% | +27.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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