+361.1%
TTD vs FWONK
+245.8%
+115.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -2.2% |
| 7D | -4.6% | -0.6% | -4.0% | -4.2% |
| 30D | +3.7% | -5.8% | +9.4% | +7.4% |
| 3M | -30.2% | +10.0% | -40.2% | -35.0% |
| 6M | -51.4% | +14.7% | -66.1% | -56.3% |
| YTD | -63.4% | -1.7% | -61.7% | -64.0% |
| 1Y | -73.5% | -4.6% | -68.9% | -73.5% |
| 3Y | -83.5% | +46.7% | -130.1% | -87.9% |
| 5Y | -80.9% | +99.4% | -180.3% | -88.5% |
| All | +361.1% | +245.8% | +115.3% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling