-55.6%
FN vs TD
+17.2%
-72.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.0% | -10.3% | -10.5% |
| 7D | -16.0% | -3.2% | -12.7% | -12.7% |
| 30D | -40.1% | +4.9% | -45.0% | -42.0% |
| 3M | -43.9% | +2.3% | -46.2% | -43.5% |
| 6M | -55.6% | +17.8% | -73.4% | -65.0% |
| All | -55.6% | +17.2% | -72.8% | -65.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling