+273.1%
TD vs FWONK
+276.3%
-3.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -2.6% | -1.5% | -1.0% | -2.2% |
| 30D | -1.0% | -6.8% | +5.8% | +0.7% |
| 3M | +5.6% | +7.7% | -2.1% | +3.4% |
| 6M | +27.1% | +11.0% | +16.1% | +23.2% |
| YTD | +29.4% | -3.1% | +32.5% | +29.6% |
| 1Y | +60.7% | -3.5% | +64.2% | +60.8% |
| 3Y | +127.6% | +44.6% | +83.0% | +100.3% |
| 5Y | +125.4% | +98.3% | +27.1% | +79.0% |
| 10Y | +300.4% | +339.3% | -38.9% | +150.9% |
| All | +273.1% | +276.3% | -3.3% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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