+755.5%
FN vs TD
+300.1%
+455.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +20.8% | +0.6% | +20.2% | +20.4% |
| 30D | -17.3% | +5.0% | -22.3% | -19.6% |
| 3M | -38.1% | +1.1% | -39.2% | -38.4% |
| 6M | -44.2% | +16.5% | -60.7% | -49.1% |
| YTD | -22.3% | +34.3% | -56.6% | -34.7% |
| 1Y | -20.9% | +52.9% | -73.8% | -38.3% |
| 3Y | +111.1% | +132.2% | -21.2% | +26.5% |
| 5Y | +191.8% | +101.9% | +89.9% | +87.9% |
| All | +755.5% | +300.1% | +455.3% | +274.6% |
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