+11.6%
TDY vs FWONK
-4.6%
+16.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.6% |
| 7D | -1.8% | -6.2% | +4.4% | -1.1% |
| 30D | -10.7% | -0.6% | -10.1% | -10.7% |
| 3M | -1.3% | +11.1% | -12.4% | -3.5% |
| 6M | -10.6% | +11.7% | -22.3% | -13.0% |
| YTD | +19.6% | -3.1% | +22.6% | +19.7% |
| 1Y | +11.6% | -4.2% | +15.8% | +12.4% |
| All | +11.6% | -4.6% | +16.2% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling