+327.4%
TPR vs FND
+57.9%
+269.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | -0.3% | -6.8% | +6.5% | +2.6% |
| 30D | +15.1% | +8.0% | +7.1% | +10.7% |
| 3M | +3.5% | -18.9% | +22.5% | +12.0% |
| 6M | +0.4% | +4.7% | -4.2% | -4.4% |
| YTD | +4.6% | -21.6% | +26.2% | +11.0% |
| 1Y | +33.1% | -22.0% | +55.1% | +41.1% |
| 3Y | +396.0% | -40.4% | +436.4% | +459.0% |
| 5Y | +230.3% | -63.8% | +294.1% | +337.4% |
| All | +327.4% | +57.9% | +269.5% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling