+596.2%
TT vs FND
+57.9%
+538.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +4.0% | -6.8% | +10.9% | +5.8% |
| 30D | -11.3% | +8.0% | -19.3% | -13.4% |
| 3M | -12.3% | -18.9% | +6.6% | -8.4% |
| 6M | -10.8% | +4.7% | -15.5% | -13.2% |
| YTD | +8.2% | -21.6% | +29.7% | +11.7% |
| 1Y | +1.5% | -22.0% | +23.5% | +4.7% |
| 3Y | +91.5% | -40.4% | +131.9% | +101.7% |
| 5Y | +130.2% | -63.8% | +194.0% | +162.6% |
| All | +596.2% | +57.9% | +538.4% | +450.1% |
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