+12.5%
FN vs TW
-15.9%
+28.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.3% |
| 7D | -1.7% | -2.3% | +0.6% | -2.0% |
| 30D | -22.0% | +3.9% | -25.9% | -21.5% |
| 3M | -43.0% | +5.7% | -48.7% | -43.0% |
| 6M | -27.7% | -14.5% | -13.2% | -26.8% |
| YTD | -10.5% | -0.9% | -9.6% | -10.9% |
| 1Y | +12.5% | -13.5% | +26.0% | -1.1% |
| All | +12.5% | -15.9% | +28.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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