+12.3%
TPR vs FWONK
-3.0%
+15.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -22.6% | -7.7% | -14.9% | -22.8% |
| 3M | -18.2% | +5.7% | -23.9% | -17.7% |
| 6M | -18.0% | +13.5% | -31.4% | -17.4% |
| YTD | -6.4% | -3.0% | -3.4% | -5.4% |
| 1Y | +12.3% | -6.4% | +18.7% | +14.1% |
| All | +12.3% | -3.0% | +15.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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