+252.6%
TRI vs FWONK
+276.9%
-24.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -4.5% | -7.7% | +3.2% | -2.9% |
| 3M | +22.1% | +5.7% | +16.4% | +20.9% |
| 6M | -2.8% | +13.5% | -16.2% | -5.2% |
| YTD | -23.4% | -3.0% | -20.4% | -23.1% |
| 1Y | -41.5% | -6.4% | -35.1% | -41.0% |
| 3Y | -19.2% | +43.8% | -63.0% | -26.2% |
| 5Y | -9.4% | +98.6% | -108.0% | -23.6% |
| 10Y | +195.6% | +340.0% | -144.4% | +104.8% |
| All | +252.6% | +276.9% | -24.3% | +135.3% |
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