-7.1%
TT vs FN
-33.3%
+26.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.7% | -9.3% | +0.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.4% |
| 30D | -14.0% | -34.3% | +20.3% | -8.0% |
| 3M | -15.9% | -39.9% | +24.0% | -9.4% |
| 6M | -17.3% | -51.8% | +34.5% | -8.4% |
| YTD | +4.0% | -28.1% | +32.1% | +6.2% |
| 1Y | -7.1% | -29.1% | +22.0% | -5.1% |
| All | -7.1% | -33.3% | +26.2% | -5.1% |
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