+12.5%
FN vs TD
+64.8%
-52.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.8% |
| 7D | -1.7% | +0.3% | -2.0% | -2.2% |
| 30D | -22.0% | +0.4% | -22.4% | -21.7% |
| 3M | -43.0% | +7.6% | -50.6% | -47.8% |
| 6M | -27.7% | +25.0% | -52.7% | -44.9% |
| YTD | -10.5% | +31.0% | -41.5% | -34.6% |
| 1Y | +12.5% | +65.2% | -52.7% | -29.4% |
| All | +12.5% | +64.8% | -52.3% | -29.4% |
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