+19.3%
TPR vs FND
-10.3%
+29.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.9% | -7.4% | +0.4% |
| 7D | +12.6% | +12.3% | +0.3% | +8.8% |
| 30D | +7.1% | +14.7% | -7.6% | +2.8% |
| 3M | -19.4% | -12.0% | -7.3% | -16.9% |
| 6M | -9.7% | +10.8% | -20.5% | -14.4% |
| YTD | -1.0% | -12.3% | +11.3% | -2.6% |
| 1Y | +19.3% | -13.4% | +32.7% | +16.9% |
| All | +19.3% | -10.3% | +29.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling