+14.4%
FND vs TW
+221.1%
-206.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -5.2% | -2.3% | -2.9% | -4.3% |
| 30D | -19.9% | +3.9% | -23.8% | -21.2% |
| 3M | +2.7% | +5.7% | -3.0% | -0.5% |
| 6M | -21.7% | -14.5% | -7.2% | -17.9% |
| YTD | -17.5% | -0.9% | -16.6% | -19.6% |
| 1Y | -39.3% | -13.5% | -25.8% | -37.2% |
| 3Y | -49.8% | +25.0% | -74.8% | -60.4% |
| 5Y | -60.1% | +22.7% | -82.8% | -69.0% |
| All | +14.4% | +221.1% | -206.7% | -41.0% |
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