-81.3%
TTD vs FN
+148.3%
-229.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.1% | -0.4% |
| 7D | -1.9% | -16.0% | +14.1% | +1.0% |
| 30D | +7.5% | -40.1% | +47.6% | +17.7% |
| 3M | -32.4% | -43.9% | +11.5% | -26.3% |
| 6M | -47.9% | -55.6% | +7.7% | -41.6% |
| YTD | -66.3% | -35.7% | -30.6% | -67.6% |
| 1Y | -73.1% | -39.8% | -33.3% | -74.0% |
| 3Y | -83.8% | +80.3% | -164.1% | -91.5% |
| 5Y | -81.3% | +143.3% | -224.6% | -93.2% |
| All | -81.3% | +148.3% | -229.6% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling