+2,943.1%
FN vs TDY
+1,458.2%
+1,484.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.5% | +7.1% | +8.7% |
| 7D | 0.0% | -6.0% | +6.0% | +4.7% |
| 30D | -34.3% | +2.4% | -36.7% | -34.7% |
| 3M | -39.9% | -10.0% | -29.8% | -34.9% |
| 6M | -51.8% | -4.0% | -47.9% | -49.6% |
| YTD | -28.1% | +21.1% | -49.3% | -34.7% |
| 1Y | -29.1% | +22.1% | -51.2% | -35.7% |
| 3Y | +102.4% | +64.0% | +38.4% | +53.0% |
| 5Y | +171.7% | +38.6% | +133.1% | +124.6% |
| 10Y | +773.5% | +501.5% | +272.0% | +153.8% |
| All | +2,943.1% | +1,458.2% | +1,484.9% | +399.1% |
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