+7.9%
FND vs TW
+206.7%
-198.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | -5.8% | -4.5% | -1.3% | -4.0% |
| 30D | -20.2% | -2.3% | -17.9% | -19.6% |
| 3M | -12.0% | +2.6% | -14.6% | -13.6% |
| 6M | -18.5% | -17.5% | -1.0% | -13.4% |
| YTD | -22.3% | -5.3% | -16.9% | -22.9% |
| 1Y | -47.6% | -14.8% | -32.9% | -45.6% |
| 3Y | -49.8% | +18.8% | -68.6% | -59.6% |
| 5Y | -63.0% | +20.7% | -83.7% | -71.2% |
| All | +7.9% | +206.7% | -198.8% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling