-80.6%
TTD vs FN
+112.9%
-193.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +11.9% | +3.6% | +14.4% |
| 7D | +19.0% | +16.3% | +2.7% | +17.3% |
| 30D | +23.6% | -24.7% | +48.3% | +25.8% |
| 3M | +8.2% | -34.9% | +43.1% | +11.1% |
| 6M | -35.3% | -41.1% | +5.8% | -33.7% |
| YTD | -60.7% | -19.6% | -41.0% | -62.8% |
| 1Y | -65.3% | -18.5% | -46.8% | -67.5% |
| 3Y | -80.6% | +119.1% | -199.7% | -87.9% |
| All | -80.6% | +112.9% | -193.4% | -87.9% |
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