-15.2%
TT vs FN
-52.5%
+37.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.6% |
| 7D | -8.5% | -7.0% | -1.5% | -7.4% |
| 30D | -12.8% | -24.7% | +11.9% | -9.0% |
| 3M | -12.9% | -35.7% | +22.8% | -7.6% |
| 6M | -15.2% | -52.4% | +37.2% | -5.9% |
| All | -15.2% | -52.5% | +37.2% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling