+2,625.3%
FN vs TD
+565.9%
+2,059.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.0% | -10.3% | -11.5% |
| 7D | -16.0% | -3.2% | -12.7% | -13.8% |
| 30D | -40.1% | +4.9% | -45.0% | -42.2% |
| 3M | -43.9% | +2.3% | -46.2% | -44.7% |
| 6M | -55.6% | +17.8% | -73.4% | -60.3% |
| YTD | -35.7% | +33.5% | -69.2% | -47.1% |
| 1Y | -39.8% | +55.9% | -95.7% | -55.4% |
| 3Y | +80.3% | +131.5% | -51.3% | 0.0% |
| 5Y | +143.3% | +103.3% | +40.0% | +45.0% |
| 10Y | +682.3% | +308.6% | +373.7% | +162.4% |
| All | +2,625.3% | +565.9% | +2,059.4% | +468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling