+160.3%
FN vs TD
+123.2%
+37.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.1% |
| 7D | -1.7% | +0.3% | -2.0% | -2.0% |
| 30D | -22.0% | +0.4% | -22.4% | -21.8% |
| 3M | -43.0% | +7.6% | -50.6% | -45.5% |
| 6M | -27.7% | +25.0% | -52.7% | -36.8% |
| YTD | -10.5% | +31.0% | -41.5% | -23.8% |
| 1Y | +12.5% | +65.2% | -52.7% | -14.2% |
| All | +160.3% | +123.2% | +37.1% | +68.7% |
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