+204.3%
FN vs TW
+40.3%
+164.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.7% | +5.1% | +5.7% |
| 7D | +8.0% | +2.8% | +5.2% | +7.4% |
| 30D | -19.1% | +18.1% | -37.2% | -22.2% |
| 3M | -29.8% | +25.2% | -55.1% | -33.5% |
| 6M | -43.2% | +19.1% | -62.3% | -45.8% |
| YTD | -18.9% | +21.9% | -40.9% | -23.8% |
| 1Y | -17.9% | +18.9% | -36.8% | -22.2% |
| 3Y | +120.1% | +41.7% | +78.4% | +89.4% |
| All | +204.3% | +40.3% | +164.0% | +144.5% |
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