+439.0%
TPR vs FWONK
+330.0%
+109.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | +2.5% | -2.8% | -1.4% |
| 30D | +15.1% | +20.0% | -4.8% | +6.4% |
| 3M | +3.5% | +5.2% | -1.6% | +1.1% |
| 6M | +0.4% | +18.7% | -18.3% | -7.4% |
| YTD | +4.6% | +10.7% | -6.1% | -1.6% |
| 1Y | +33.1% | +8.2% | +24.9% | +26.4% |
| 3Y | +396.0% | +64.6% | +331.4% | +282.6% |
| 5Y | +230.3% | +92.5% | +137.8% | +132.9% |
| 10Y | +368.4% | +285.3% | +83.1% | +143.6% |
| All | +439.0% | +330.0% | +109.0% | +153.3% |
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