+3,078.0%
FN vs TMF
-61.4%
+3,139.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.4% | -5.6% |
| 7D | -7.0% | +4.0% | -11.0% | -6.4% |
| 30D | -24.7% | +19.5% | -44.2% | -22.6% |
| 3M | -35.7% | -3.5% | -32.1% | -35.7% |
| 6M | -52.4% | -10.6% | -41.8% | -52.9% |
| YTD | -25.0% | -17.1% | -7.9% | -26.5% |
| 1Y | -25.7% | -24.3% | -1.4% | -28.1% |
| 3Y | +110.2% | -27.2% | +137.4% | +106.4% |
| 5Y | +192.3% | -87.6% | +279.9% | +105.9% |
| 10Y | +812.3% | -84.8% | +897.0% | +668.7% |
| All | +3,078.0% | -61.4% | +3,139.5% | +4,127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling