+93.9%
FN vs TD
+132.8%
-39.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +1.1% | -0.9% | -0.4% |
| 30D | -16.5% | +5.2% | -21.7% | -19.0% |
| 3M | -42.1% | +1.2% | -43.3% | -42.2% |
| 6M | -52.9% | +17.7% | -70.6% | -57.3% |
| YTD | -28.0% | +34.2% | -62.2% | -39.5% |
| 1Y | -18.5% | +55.4% | -73.9% | -36.2% |
| 3Y | +93.9% | +130.4% | -36.5% | +21.9% |
| All | +93.9% | +132.8% | -39.0% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling