+155.0%
FN vs TLN
+581.9%
-426.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.2% | -11.0% | -12.5% |
| 7D | -16.0% | -9.4% | -6.6% | -10.9% |
| 30D | -40.1% | -15.2% | -24.9% | -34.1% |
| 3M | -43.9% | -4.1% | -39.8% | -41.6% |
| 6M | -55.6% | -17.8% | -37.8% | -50.9% |
| YTD | -35.7% | -15.6% | -20.0% | -30.8% |
| 1Y | -39.8% | -21.6% | -18.2% | -32.9% |
| 3Y | +80.3% | +497.6% | -417.3% | -9.2% |
| All | +155.0% | +581.9% | -426.9% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling