+240.4%
TPR vs FND
-60.2%
+300.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -2.3% | -5.2% | +2.9% | -0.3% |
| 30D | -23.0% | -19.9% | -3.1% | -16.0% |
| 3M | -12.5% | +2.7% | -15.2% | -15.1% |
| 6M | -21.4% | -21.7% | +0.2% | -15.0% |
| YTD | -3.5% | -17.5% | +14.0% | +0.9% |
| 1Y | +17.4% | -39.3% | +56.7% | +39.4% |
| 3Y | +291.3% | -49.8% | +341.0% | +375.4% |
| All | +240.4% | -60.2% | +300.6% | +302.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling