-83.3%
TTD vs FN
+101.0%
-184.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.7% | 0.0% |
| 7D | +5.2% | 0.0% | +5.3% | +5.0% |
| 30D | +6.9% | -34.3% | +41.3% | +10.1% |
| 3M | -26.8% | -39.9% | +13.0% | -24.5% |
| 6M | -46.1% | -51.8% | +5.7% | -43.5% |
| YTD | -65.9% | -28.1% | -37.8% | -67.4% |
| 1Y | -71.8% | -29.1% | -42.8% | -73.2% |
| 3Y | -83.3% | +102.4% | -185.8% | -89.4% |
| All | -83.3% | +101.0% | -184.3% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling