+3,332.7%
FN vs TDY
+1,540.1%
+1,792.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.4% |
| 7D | +8.0% | +3.0% | +5.0% | +6.8% |
| 30D | -19.1% | +6.1% | -25.3% | -21.3% |
| 3M | -29.8% | -4.5% | -25.3% | -26.8% |
| 6M | -43.2% | +2.9% | -46.1% | -43.1% |
| YTD | -18.9% | +27.5% | -46.4% | -28.6% |
| 1Y | -17.9% | +26.5% | -44.3% | -27.1% |
| 3Y | +120.1% | +70.1% | +50.0% | +62.6% |
| 5Y | +206.7% | +46.8% | +159.9% | +144.9% |
| 10Y | +804.7% | +447.2% | +357.5% | +183.6% |
| All | +3,332.7% | +1,540.1% | +1,792.6% | +445.7% |
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