+9.2%
TT vs FN
+17.1%
-7.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | -0.2% | -1.7% | +1.4% | 0.0% |
| 30D | -7.4% | -22.0% | +14.6% | -4.0% |
| 3M | -3.2% | -43.0% | +39.8% | +5.2% |
| 6M | +1.1% | -27.7% | +28.9% | +4.5% |
| YTD | +15.6% | -10.5% | +26.1% | +15.1% |
| 1Y | +9.2% | +12.5% | -3.3% | +4.2% |
| All | +9.2% | +17.1% | -7.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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