+911.5%
TT vs FN
+900.0%
+11.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | -7.2% | -22.0% | +14.8% | -2.8% |
| 3M | -3.0% | -43.0% | +40.0% | +7.6% |
| 6M | +1.4% | -27.7% | +29.1% | +5.2% |
| YTD | +15.9% | -10.5% | +26.4% | +13.5% |
| 1Y | +9.4% | +12.5% | -3.1% | +0.7% |
| 3Y | +124.4% | +153.8% | -29.4% | +60.9% |
| 5Y | +138.0% | +288.0% | -150.0% | +48.5% |
| All | +911.5% | +900.0% | +11.5% | +393.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling