+642.9%
TT vs FND
+58.4%
+584.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.7% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -7.3% | -23.6% | +16.3% | -1.3% |
| 3M | -2.6% | +4.3% | -6.9% | -4.4% |
| 6M | +5.9% | -20.3% | +26.2% | +10.2% |
| YTD | +15.4% | -21.3% | +36.7% | +19.8% |
| 1Y | +8.2% | -45.4% | +53.6% | +22.3% |
| 3Y | +122.7% | -48.9% | +171.5% | +145.2% |
| 5Y | +145.0% | -61.0% | +206.0% | +175.4% |
| All | +642.9% | +58.4% | +584.4% | +490.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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