-82.3%
TTD vs FN
+158.4%
-240.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.7% |
| 7D | +6.3% | -1.7% | +8.0% | +6.5% |
| 30D | -23.9% | -22.0% | -1.9% | -22.5% |
| 3M | -31.4% | -43.0% | +11.6% | -27.6% |
| 6M | -42.7% | -27.7% | -14.9% | -42.9% |
| YTD | -62.0% | -10.5% | -51.5% | -64.2% |
| 1Y | -72.2% | +12.5% | -84.7% | -75.6% |
| All | -82.3% | +158.4% | -240.6% | -89.8% |
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