+733.5%
TT vs FN
+663.9%
+69.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.2% | +9.8% | -1.3% |
| 7D | -9.0% | -16.0% | +7.0% | -5.9% |
| 30D | -17.6% | -40.1% | +22.5% | -8.8% |
| 3M | -18.7% | -43.9% | +25.2% | -9.6% |
| 6M | -17.4% | -55.6% | +38.2% | -4.9% |
| YTD | +1.5% | -35.7% | +37.2% | +5.6% |
| 1Y | -9.4% | -39.8% | +30.4% | -4.9% |
| 3Y | +85.1% | +80.3% | +4.8% | +41.9% |
| 5Y | +125.7% | +143.3% | -17.5% | +55.4% |
| All | +733.5% | +663.9% | +69.5% | +353.8% |
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