+160.3%
FN vs TMF
-42.2%
+202.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | -1.7% | -1.4% | -0.2% | -1.6% |
| 30D | -22.0% | -2.8% | -19.2% | -21.8% |
| 3M | -43.0% | -10.9% | -32.1% | -42.5% |
| 6M | -27.7% | -21.3% | -6.4% | -26.4% |
| YTD | -10.5% | -15.9% | +5.4% | -9.4% |
| 1Y | +12.5% | -15.7% | +28.2% | +13.7% |
| All | +160.3% | -42.2% | +202.5% | +165.5% |
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