+561.3%
FN vs TW
+287.8%
+273.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.8% |
| 7D | +16.3% | +3.4% | +12.9% | +15.4% |
| 30D | -24.7% | +15.5% | -40.2% | -27.6% |
| 3M | -34.9% | +25.1% | -60.1% | -38.8% |
| 6M | -41.1% | +18.2% | -59.3% | -44.3% |
| YTD | -19.6% | +19.7% | -39.3% | -24.7% |
| 1Y | -18.5% | +18.1% | -36.6% | -23.4% |
| 3Y | +119.1% | +40.5% | +78.6% | +91.0% |
| 5Y | +206.9% | +37.1% | +169.9% | +161.1% |
| All | +561.3% | +287.8% | +273.5% | +353.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling