+2,337.5%
TT vs FN
+3,620.5%
-1,283.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | -0.2% | -1.7% | +1.4% | +0.1% |
| 30D | -7.4% | -22.0% | +14.6% | -3.5% |
| 3M | -3.2% | -43.0% | +39.8% | +6.2% |
| 6M | +1.1% | -27.7% | +28.9% | +4.7% |
| YTD | +15.6% | -10.5% | +26.1% | +13.7% |
| 1Y | +9.2% | +12.5% | -3.3% | +1.8% |
| 3Y | +124.4% | +153.8% | -29.4% | +69.9% |
| 5Y | +138.0% | +288.0% | -150.0% | +61.5% |
| 10Y | +886.4% | +906.4% | -20.0% | +443.0% |
| All | +2,337.5% | +3,620.5% | -1,283.0% | +972.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling