+160.3%
FN vs TW
+26.0%
+134.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.4% |
| 30D | -22.0% | +3.9% | -25.9% | -22.4% |
| 3M | -43.0% | +5.7% | -48.7% | -43.9% |
| 6M | -27.7% | -14.5% | -13.2% | -25.5% |
| YTD | -10.5% | -0.9% | -9.6% | -11.2% |
| 1Y | +12.5% | -13.5% | +26.0% | +15.4% |
| All | +160.3% | +26.0% | +134.3% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling