+378.6%
TPR vs FWONK
+274.4%
+104.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.5% |
| 7D | -3.4% | -2.1% | -1.3% | -2.5% |
| 30D | -27.3% | -7.7% | -19.6% | -24.8% |
| 3M | -16.2% | +9.3% | -25.5% | -19.8% |
| 6M | -17.9% | +13.3% | -31.2% | -23.2% |
| YTD | -7.1% | -3.6% | -3.5% | -7.1% |
| 1Y | +13.6% | -6.8% | +20.4% | +14.9% |
| 3Y | +293.7% | +43.9% | +249.9% | +220.6% |
| 5Y | +239.1% | +94.4% | +144.7% | +137.8% |
| 10Y | +311.2% | +353.8% | -42.6% | +115.5% |
| All | +378.6% | +274.4% | +104.2% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling