-25.7%
FN vs TDY
+22.9%
-48.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.8% | -1.2% | -0.4% |
| 7D | -7.0% | -5.0% | -1.9% | -1.1% |
| 30D | -24.7% | +2.0% | -26.7% | -26.2% |
| 3M | -35.7% | -7.7% | -28.0% | -28.9% |
| 6M | -52.4% | -0.9% | -51.5% | -50.5% |
| YTD | -25.0% | +23.7% | -48.7% | -38.0% |
| 1Y | -25.7% | +23.6% | -49.3% | -38.3% |
| All | -25.7% | +22.9% | -48.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling