+47.7%
FND vs TDY
+348.8%
-301.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.1% |
| 7D | -5.8% | -1.1% | -4.6% | -5.0% |
| 30D | -20.2% | -12.0% | -8.2% | -12.7% |
| 3M | -12.0% | -3.2% | -8.8% | -10.2% |
| 6M | -18.5% | -7.9% | -10.6% | -14.1% |
| YTD | -22.3% | +18.2% | -40.5% | -31.6% |
| 1Y | -47.6% | +6.7% | -54.3% | -50.6% |
| 3Y | -49.8% | +47.5% | -97.3% | -62.9% |
| 5Y | -63.0% | +39.5% | -102.5% | -71.4% |
| All | +47.7% | +348.8% | -301.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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