-25.7%
FN vs TW
+20.8%
-46.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -5.8% |
| 7D | -7.0% | +6.0% | -13.0% | -6.0% |
| 30D | -24.7% | +18.6% | -43.3% | -22.8% |
| 3M | -35.7% | +26.5% | -62.2% | -33.5% |
| 6M | -52.4% | +13.1% | -65.5% | -50.3% |
| YTD | -25.0% | +18.5% | -43.5% | -24.1% |
| 1Y | -25.7% | +21.7% | -47.4% | -23.9% |
| All | -25.7% | +20.8% | -46.4% | -23.9% |
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