+102.4%
FN vs TD
+129.3%
-26.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.2% | +12.0% |
| 7D | 0.0% | -1.7% | +1.6% | +1.4% |
| 30D | -34.3% | +8.2% | -42.5% | -37.6% |
| 3M | -39.9% | +1.7% | -41.6% | -40.2% |
| 6M | -51.8% | +14.2% | -66.1% | -55.5% |
| YTD | -28.1% | +32.8% | -60.9% | -39.1% |
| 1Y | -29.1% | +55.5% | -84.6% | -44.1% |
| 3Y | +102.4% | +129.6% | -27.2% | +30.3% |
| All | +102.4% | +129.3% | -26.9% | +30.3% |
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