-85.1%
TTD vs FN
+169.4%
-254.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +2.8% |
| 7D | +21.3% | +0.3% | +21.0% | +21.2% |
| 30D | +28.7% | -16.5% | +45.3% | +32.2% |
| 3M | +7.7% | -42.1% | +49.8% | +17.6% |
| 6M | -23.5% | -52.9% | +29.4% | -14.5% |
| YTD | -58.7% | -28.0% | -30.7% | -61.3% |
| 1Y | -63.4% | -18.5% | -44.9% | -67.5% |
| 3Y | -75.3% | +93.9% | -169.2% | -87.1% |
| All | -85.1% | +169.4% | -254.5% | -94.8% |
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 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