+81.3%
FN vs TMF
-25.2%
+106.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.6% | -14.8% | -14.3% |
| 7D | -16.0% | +2.7% | -18.7% | -16.1% |
| 30D | -40.1% | +19.3% | -59.4% | -40.9% |
| 3M | -43.9% | -3.7% | -40.2% | -43.7% |
| 6M | -55.6% | -11.3% | -44.3% | -55.2% |
| YTD | -35.7% | -16.6% | -19.1% | -34.7% |
| 1Y | -39.8% | -21.1% | -18.7% | -38.7% |
| All | +81.3% | -25.2% | +106.5% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling