+1,039.0%
TT vs FWONK
+274.4%
+764.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.6% | -2.1% | +3.6% | +2.1% |
| 30D | -7.3% | -7.7% | +0.4% | -5.4% |
| 3M | -2.6% | +9.3% | -11.9% | -5.2% |
| 6M | +5.9% | +13.3% | -7.5% | +1.7% |
| YTD | +15.4% | -3.6% | +19.0% | +15.7% |
| 1Y | +8.2% | -6.8% | +15.0% | +9.3% |
| 3Y | +122.7% | +43.9% | +78.8% | +96.6% |
| 5Y | +145.0% | +94.4% | +50.5% | +96.9% |
| 10Y | +893.7% | +353.8% | +539.9% | +520.4% |
| All | +1,039.0% | +274.4% | +764.6% | +585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling