+90.2%
TT vs FND
-36.7%
+127.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -2.0% | +7.7% | -9.7% | -3.3% |
| 30D | -14.0% | +11.9% | -25.9% | -15.8% |
| 3M | -15.9% | -14.6% | -1.3% | -13.8% |
| 6M | -17.3% | +0.5% | -17.8% | -18.1% |
| YTD | +4.0% | -15.8% | +19.8% | +5.2% |
| 1Y | -7.1% | -12.9% | +5.8% | -6.6% |
| 3Y | +90.2% | -34.2% | +124.4% | +98.7% |
| All | +90.2% | -36.7% | +127.0% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling