+16.9%
TPR vs FND
-36.4%
+53.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -2.7% | -5.2% | +2.6% | -1.2% |
| 30D | -23.3% | -19.9% | -3.4% | -18.4% |
| 3M | -12.8% | +2.7% | -15.5% | -14.9% |
| 6M | -21.7% | -21.7% | -0.1% | -17.2% |
| YTD | -3.9% | -17.5% | +13.6% | -2.1% |
| 1Y | +16.9% | -39.3% | +56.2% | +28.5% |
| All | +16.9% | -36.4% | +53.3% | +28.5% |
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