+527.9%
TTD vs FN
+850.1%
-322.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.2% | +2.0% |
| 7D | +20.8% | +8.0% | +12.8% | +17.9% |
| 30D | +33.8% | -19.1% | +53.0% | +39.8% |
| 3M | +17.8% | -29.8% | +47.7% | +25.5% |
| 6M | -25.7% | -43.2% | +17.4% | -19.1% |
| YTD | -57.9% | -18.9% | -39.0% | -61.8% |
| 1Y | -63.8% | -17.9% | -46.0% | -67.8% |
| 3Y | -75.0% | +120.1% | -195.2% | -87.2% |
| 5Y | -82.5% | +206.7% | -289.2% | -92.7% |
| 10Y | +527.9% | +804.7% | -276.8% | +77.6% |
| All | +527.9% | +850.1% | -322.2% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling