+325.6%
TTD vs FN
+570.6%
-245.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.1% | +0.7% |
| 7D | -1.9% | -16.0% | +14.1% | +2.2% |
| 30D | +7.5% | -40.1% | +47.6% | +22.0% |
| 3M | -32.4% | -43.9% | +11.5% | -23.8% |
| 6M | -47.9% | -55.6% | +7.7% | -39.4% |
| YTD | -66.3% | -35.7% | -30.6% | -67.3% |
| 1Y | -73.1% | -39.8% | -33.3% | -73.7% |
| 3Y | -83.8% | +80.3% | -164.1% | -91.3% |
| 5Y | -81.3% | +143.3% | -224.6% | -91.7% |
| 10Y | +436.7% | +682.3% | -245.6% | +50.6% |
| All | +325.6% | +570.6% | -245.0% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling