+917.7%
TT vs FWONK
+340.2%
+577.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -7.3% | -7.7% | +0.4% | -5.3% |
| 3M | -3.6% | +5.7% | -9.3% | -5.5% |
| 6M | +2.8% | +13.5% | -10.6% | -1.5% |
| YTD | +14.5% | -3.0% | +17.5% | +14.6% |
| 1Y | +7.4% | -6.4% | +13.8% | +8.4% |
| 3Y | +116.2% | +43.8% | +72.4% | +89.6% |
| 5Y | +147.4% | +98.6% | +48.8% | +94.9% |
| All | +917.7% | +340.2% | +577.5% | +599.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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