-72.2%
TTD vs FN
+17.1%
-89.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.1% |
| 7D | +6.3% | -1.7% | +8.0% | +6.2% |
| 30D | -23.9% | -22.0% | -1.9% | -25.0% |
| 3M | -31.4% | -43.0% | +11.6% | -33.3% |
| 6M | -42.7% | -27.7% | -14.9% | -43.4% |
| YTD | -62.0% | -10.5% | -51.5% | -62.8% |
| 1Y | -72.2% | +12.5% | -84.7% | -72.5% |
| All | -72.2% | +17.1% | -89.3% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling