+174.4%
FN vs TDY
+47.5%
+126.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.0% |
| 7D | +3.5% | -0.9% | +4.4% | +4.3% |
| 30D | -26.0% | -12.5% | -13.5% | -16.8% |
| 3M | -33.3% | -1.2% | -32.1% | -31.5% |
| 6M | -14.9% | -6.6% | -8.4% | -8.4% |
| YTD | -8.6% | +18.5% | -27.0% | -17.0% |
| 1Y | +12.3% | +10.8% | +1.6% | +6.6% |
| 3Y | +174.4% | +47.5% | +126.9% | +113.0% |
| All | +174.4% | +47.5% | +126.9% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling