-17.9%
FN vs TD
+56.3%
-74.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.5% | +5.5% |
| 7D | +8.0% | -3.1% | +11.1% | +12.6% |
| 30D | -19.1% | +6.7% | -25.8% | -24.5% |
| 3M | -29.8% | +3.1% | -32.9% | -31.3% |
| 6M | -43.2% | +17.6% | -60.8% | -54.2% |
| YTD | -18.9% | +34.8% | -53.7% | -46.9% |
| 1Y | -17.9% | +55.6% | -73.5% | -58.8% |
| All | -17.9% | +56.3% | -74.1% | -58.8% |
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