-18.5%
FN vs TDY
+24.0%
-42.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.5% |
| 7D | +0.3% | +4.1% | -3.8% | -4.3% |
| 30D | -16.5% | +5.7% | -22.3% | -20.6% |
| 3M | -42.1% | -4.4% | -37.7% | -38.1% |
| 6M | -52.9% | +1.2% | -54.1% | -51.9% |
| YTD | -28.0% | +26.0% | -54.0% | -36.7% |
| 1Y | -18.5% | +27.4% | -45.9% | -29.2% |
| All | -18.5% | +24.0% | -42.6% | -29.2% |
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