+376.4%
TTD vs FWONK
+241.5%
+134.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +6.3% | -7.7% | +14.0% | +11.6% |
| 3M | -24.1% | +5.7% | -29.8% | -27.6% |
| 6M | -47.4% | +13.5% | -60.9% | -52.4% |
| YTD | -62.2% | -3.0% | -59.3% | -62.5% |
| 1Y | -68.3% | -6.4% | -61.9% | -68.0% |
| 3Y | -83.4% | +43.8% | -127.3% | -87.8% |
| 5Y | -80.3% | +98.6% | -178.9% | -88.1% |
| All | +376.4% | +241.5% | +134.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling