+3,689.8%
FN vs TDY
+1,438.2%
+2,251.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +2.9% |
| 7D | -1.7% | -1.8% | +0.1% | -0.5% |
| 30D | -22.0% | -10.7% | -11.3% | -15.9% |
| 3M | -43.0% | -1.3% | -41.7% | -41.9% |
| 6M | -27.7% | -10.6% | -17.2% | -21.4% |
| YTD | -10.5% | +19.6% | -30.1% | -18.8% |
| 1Y | +12.5% | +11.6% | +0.9% | +6.3% |
| 3Y | +153.8% | +45.2% | +108.6% | +104.5% |
| 5Y | +288.0% | +36.1% | +251.9% | +220.9% |
| 10Y | +906.4% | +458.8% | +447.6% | +205.5% |
| All | +3,689.8% | +1,438.2% | +2,251.6% | +521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling