+416.5%
TPR vs FND
-36.7%
+453.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +14.2% | +7.7% | +6.5% | +11.0% |
| 30D | +17.1% | +11.9% | +5.2% | +12.2% |
| 3M | -17.7% | -14.6% | -3.1% | -13.8% |
| 6M | -10.2% | +0.5% | -10.6% | -12.4% |
| YTD | +4.9% | -15.8% | +20.7% | +7.6% |
| 1Y | +36.1% | -12.9% | +49.1% | +37.4% |
| 3Y | +416.5% | -34.2% | +450.6% | +432.0% |
| All | +416.5% | -36.7% | +453.2% | +432.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling