-63.8%
TTD vs FN
-19.6%
-44.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.2% | +3.9% |
| 7D | +20.8% | +8.0% | +12.8% | +21.0% |
| 30D | +33.8% | -19.1% | +53.0% | +30.7% |
| 3M | +17.8% | -29.8% | +47.7% | +14.6% |
| 6M | -25.7% | -43.2% | +17.4% | -28.2% |
| YTD | -57.9% | -18.9% | -39.0% | -59.2% |
| 1Y | -63.8% | -17.9% | -46.0% | -65.5% |
| All | -63.8% | -19.6% | -44.3% | -65.5% |
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