+826.4%
FN vs TD
+311.5%
+515.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +10.9% |
| 7D | +16.3% | -0.6% | +16.9% | +17.0% |
| 30D | -24.7% | +7.9% | -32.7% | -28.2% |
| 3M | -34.9% | +3.1% | -38.1% | -36.0% |
| 6M | -41.1% | +17.2% | -58.3% | -46.4% |
| YTD | -19.6% | +34.7% | -54.4% | -32.6% |
| 1Y | -18.5% | +56.9% | -75.4% | -37.4% |
| 3Y | +119.1% | +134.7% | -15.6% | +30.6% |
| 5Y | +206.9% | +104.8% | +102.2% | +96.0% |
| 10Y | +826.4% | +305.8% | +520.6% | +334.5% |
| All | +826.4% | +311.5% | +515.0% | +334.5% |
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