-25.7%
FN vs TD
+61.0%
-86.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.7% | -8.8% |
| 7D | -7.0% | +1.4% | -8.4% | -8.4% |
| 30D | -24.7% | +10.2% | -35.0% | -32.9% |
| 3M | -35.7% | +8.1% | -43.8% | -40.9% |
| 6M | -52.4% | +22.3% | -74.7% | -63.6% |
| YTD | -25.0% | +39.0% | -64.0% | -52.8% |
| 1Y | -25.7% | +62.6% | -88.3% | -66.2% |
| All | -25.7% | +61.0% | -86.7% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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