+191.8%
FN vs TD
+103.6%
+88.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.5% |
| 3M | -38.1% | +1.1% | -39.2% | -38.3% |
| 6M | -44.2% | +16.5% | -60.7% | -48.9% |
| YTD | -22.3% | +34.3% | -56.6% | -34.2% |
| 1Y | -20.9% | +52.9% | -73.8% | -37.4% |
| 3Y | +111.1% | +132.2% | -21.2% | +31.7% |
| 5Y | +191.8% | +101.9% | +89.9% | +94.5% |
| All | +191.8% | +103.6% | +88.2% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling