+600.9%
TT vs FND
+70.0%
+530.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.9% |
| 7D | +0.8% | +6.8% | -6.0% | -0.9% |
| 30D | -11.8% | +13.1% | -24.8% | -14.7% |
| 3M | -11.6% | -13.1% | +1.5% | -9.2% |
| 6M | -9.3% | -0.6% | -8.7% | -10.7% |
| YTD | +8.9% | -15.5% | +24.4% | +10.5% |
| 1Y | -2.2% | -13.7% | +11.4% | -1.5% |
| 3Y | +91.9% | -35.0% | +126.9% | +98.0% |
| 5Y | +136.0% | -60.1% | +196.1% | +163.1% |
| All | +600.9% | +70.0% | +530.9% | +444.4% |
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