+794.1%
FN vs TD
+303.3%
+490.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.6% |
| 7D | -4.1% | -0.7% | -3.4% | -3.4% |
| 30D | -28.3% | +7.6% | -35.9% | -31.5% |
| 3M | -33.9% | +3.0% | -36.9% | -34.9% |
| 6M | -43.9% | +16.8% | -60.7% | -48.9% |
| YTD | -23.4% | +34.3% | -57.8% | -35.7% |
| 1Y | -25.4% | +56.0% | -81.4% | -42.5% |
| 3Y | +107.9% | +132.4% | -24.5% | +24.6% |
| 5Y | +195.1% | +103.7% | +91.4% | +89.0% |
| 10Y | +794.1% | +299.2% | +494.9% | +316.6% |
| All | +794.1% | +303.3% | +490.8% | +316.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling