+2,133.9%
TT vs FN
+3,020.0%
-886.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -0.5% |
| 7D | -8.5% | -7.0% | -1.5% | -7.4% |
| 30D | -12.8% | -24.7% | +11.9% | -8.5% |
| 3M | -12.9% | -35.7% | +22.8% | -6.5% |
| 6M | -15.2% | -52.4% | +37.2% | -4.9% |
| YTD | +6.2% | -25.0% | +31.2% | +7.3% |
| 1Y | -4.5% | -25.7% | +21.1% | -3.9% |
| 3Y | +93.6% | +110.2% | -16.6% | +51.0% |
| 5Y | +141.1% | +192.3% | -51.3% | +71.8% |
| 10Y | +796.8% | +812.3% | -15.5% | +401.0% |
| All | +2,133.9% | +3,020.0% | -886.1% | +908.7% |
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