-39.8%
FN vs TMF
-22.6%
-17.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.6% | -14.8% | -14.2% |
| 7D | -16.0% | +2.7% | -18.7% | -15.8% |
| 30D | -40.1% | +19.3% | -59.4% | -41.0% |
| 3M | -43.9% | -3.7% | -40.2% | -42.3% |
| 6M | -55.6% | -11.3% | -44.3% | -53.9% |
| YTD | -35.7% | -16.6% | -19.1% | -32.4% |
| 1Y | -39.8% | -21.1% | -18.7% | -35.3% |
| All | -39.8% | -22.6% | -17.2% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling