+429.4%
FN vs TW
+285.7%
+143.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.4% | -14.7% | -14.4% |
| 7D | -16.0% | +7.3% | -23.3% | -17.5% |
| 30D | -40.1% | +18.6% | -58.7% | -42.8% |
| 3M | -43.9% | +24.8% | -68.7% | -47.2% |
| 6M | -55.6% | +16.1% | -71.7% | -57.8% |
| YTD | -35.7% | +19.1% | -54.7% | -39.6% |
| 1Y | -39.8% | +22.8% | -62.6% | -44.2% |
| 3Y | +80.3% | +40.4% | +39.9% | +57.1% |
| 5Y | +143.3% | +37.9% | +105.4% | +106.5% |
| All | +429.4% | +285.7% | +143.7% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling