-40.4%
FND vs TW
+44.1%
-84.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.1% |
| 7D | -6.8% | +3.9% | -10.8% | -6.5% |
| 30D | +8.0% | +19.9% | -11.9% | +9.6% |
| 3M | -18.9% | +25.9% | -44.9% | -17.3% |
| 6M | +4.7% | +21.1% | -16.4% | +6.5% |
| YTD | -21.6% | +23.9% | -45.5% | -20.0% |
| 1Y | -22.0% | +21.2% | -43.3% | -20.5% |
| 3Y | -40.4% | +44.8% | -85.2% | -41.5% |
| All | -40.4% | +44.1% | -84.5% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling