+906.2%
FN vs TMF
-86.8%
+993.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.2% |
| 7D | -1.7% | -1.4% | -0.2% | -1.7% |
| 30D | -22.0% | -2.8% | -19.2% | -22.1% |
| 3M | -43.0% | -10.9% | -32.1% | -43.3% |
| 6M | -27.7% | -21.3% | -6.4% | -28.6% |
| YTD | -10.5% | -15.9% | +5.4% | -11.2% |
| 1Y | +12.5% | -15.7% | +28.2% | +11.7% |
| 3Y | +153.8% | -43.4% | +197.2% | +147.5% |
| 5Y | +288.0% | -87.8% | +375.8% | +210.6% |
| All | +906.2% | -86.8% | +993.0% | +955.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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