+950.9%
FN vs TDY
+455.3%
+495.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.4% |
| 7D | +5.8% | -1.8% | +7.6% | +6.9% |
| 30D | -20.6% | -13.8% | -6.9% | -13.1% |
| 3M | -28.6% | -3.9% | -24.7% | -26.3% |
| 6M | -20.7% | -9.0% | -11.7% | -15.0% |
| YTD | -8.1% | +16.5% | -24.7% | -14.5% |
| 1Y | +13.3% | +9.3% | +4.1% | +9.2% |
| 3Y | +175.7% | +45.1% | +130.6% | +128.1% |
| 5Y | +297.4% | +35.0% | +262.4% | +237.8% |
| 10Y | +950.9% | +469.0% | +481.9% | +339.5% |
| All | +950.9% | +455.3% | +495.6% | +339.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling