+464.6%
TTD vs FN
+753.0%
-288.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.7% | -2.2% |
| 7D | +5.2% | 0.0% | +5.3% | +4.3% |
| 30D | +6.9% | -34.3% | +41.3% | +18.1% |
| 3M | -26.8% | -39.9% | +13.0% | -19.0% |
| 6M | -46.1% | -51.8% | +5.7% | -38.7% |
| YTD | -65.9% | -28.1% | -37.8% | -68.1% |
| 1Y | -71.8% | -29.1% | -42.8% | -73.8% |
| 3Y | -83.3% | +102.4% | -185.8% | -91.3% |
| 5Y | -81.1% | +171.7% | -252.8% | -91.9% |
| All | +464.6% | +753.0% | -288.4% | +59.5% |
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 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