+753.3%
TT vs FN
+753.0%
+0.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.7% | -9.3% | -0.1% |
| 7D | -2.0% | 0.0% | -2.0% | -2.5% |
| 30D | -14.0% | -34.3% | +20.3% | -6.8% |
| 3M | -15.9% | -39.9% | +24.0% | -7.9% |
| 6M | -17.3% | -51.8% | +34.5% | -6.6% |
| YTD | +4.0% | -28.1% | +32.1% | +5.5% |
| 1Y | -7.1% | -29.1% | +22.0% | -6.0% |
| 3Y | +90.2% | +102.4% | -12.2% | +42.1% |
| 5Y | +131.1% | +171.7% | -40.5% | +55.2% |
| All | +753.3% | +753.0% | +0.3% | +353.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling