-48.5%
TE vs FND
-4.4%
-44.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -4.6% | +14.6% | +11.6% |
| 7D | +18.2% | +0.4% | +17.8% | +17.9% |
| 30D | -13.5% | -23.6% | +10.1% | -5.1% |
| 3M | -44.6% | +4.3% | -48.9% | -46.6% |
| 6M | -24.7% | -20.3% | -4.4% | -20.3% |
| YTD | -24.3% | -21.3% | -3.0% | -19.9% |
| 1Y | +155.6% | -45.4% | +200.9% | +203.4% |
| 3Y | -18.3% | -48.9% | +30.6% | -1.5% |
| 5Y | -41.3% | -61.0% | +19.7% | -29.1% |
| All | -48.5% | -4.4% | -44.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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