+221.2%
FN vs TLN
+716.6%
-495.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.9% | +1.0% | +3.2% |
| 7D | +8.0% | +15.9% | -7.9% | +0.3% |
| 30D | -19.1% | -0.3% | -18.9% | -18.2% |
| 3M | -29.8% | +5.8% | -35.7% | -30.8% |
| 6M | -43.2% | -1.2% | -42.0% | -42.9% |
| YTD | -18.9% | +1.0% | -20.0% | -20.7% |
| 1Y | -17.9% | +1.1% | -19.0% | -19.5% |
| 3Y | +120.1% | +591.7% | -471.6% | +2.1% |
| All | +221.2% | +716.6% | -495.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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