+146.0%
TT vs FND
-60.2%
+206.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | 0.0% | -5.2% | +5.2% | +1.2% |
| 30D | -7.2% | -19.9% | +12.7% | -2.4% |
| 3M | -3.0% | +2.7% | -5.7% | -4.3% |
| 6M | +1.4% | -21.7% | +23.0% | +5.9% |
| YTD | +15.9% | -17.5% | +33.4% | +18.9% |
| 1Y | +9.4% | -39.3% | +48.7% | +20.4% |
| 3Y | +124.4% | -49.8% | +174.1% | +147.5% |
| All | +146.0% | -60.2% | +206.2% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling