-63.3%
FND vs TW
+41.2%
-104.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -6.8% | +3.9% | -10.8% | -7.8% |
| 30D | +8.0% | +19.9% | -11.9% | +2.8% |
| 3M | -18.9% | +25.9% | -44.9% | -23.9% |
| 6M | +4.7% | +21.1% | -16.4% | -1.2% |
| YTD | -21.6% | +23.9% | -45.5% | -27.6% |
| 1Y | -22.0% | +21.2% | -43.3% | -27.4% |
| 3Y | -40.4% | +44.8% | -85.2% | -55.2% |
| All | -63.3% | +41.2% | -104.5% | -72.8% |
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