-25.4%
FN vs TLN
-8.6%
-16.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.4% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | -28.3% | -4.6% | -23.7% | -25.6% |
| 3M | -33.9% | +5.2% | -39.1% | -35.0% |
| 6M | -43.9% | -6.5% | -37.4% | -41.8% |
| YTD | -23.4% | -3.6% | -19.8% | -26.2% |
| 1Y | -25.4% | -8.2% | -17.2% | -23.9% |
| All | -25.4% | -8.6% | -16.8% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling