-25.4%
FN vs TDY
+25.1%
-50.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -5.3% |
| 7D | -4.1% | -2.6% | -1.4% | -0.3% |
| 30D | -28.3% | +5.3% | -33.6% | -31.7% |
| 3M | -33.9% | -6.4% | -27.5% | -27.7% |
| 6M | -43.9% | +4.0% | -47.9% | -44.3% |
| YTD | -23.4% | +26.5% | -50.0% | -37.3% |
| 1Y | -25.4% | +24.2% | -49.6% | -36.9% |
| All | -25.4% | +25.1% | -50.5% | -36.9% |
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