+173.5%
FN vs TW
+37.3%
+136.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.5% | +11.6% |
| 7D | 0.0% | +4.2% | -4.3% | -0.9% |
| 30D | -34.3% | +18.9% | -53.2% | -36.9% |
| 3M | -39.9% | +23.8% | -63.6% | -42.9% |
| 6M | -51.8% | +17.0% | -68.9% | -53.9% |
| YTD | -28.1% | +19.2% | -47.4% | -32.2% |
| 1Y | -29.1% | +20.1% | -49.2% | -33.3% |
| 3Y | +102.4% | +40.5% | +61.9% | +74.0% |
| All | +173.5% | +37.3% | +136.2% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling