+2,625.3%
FN vs TMF
-61.2%
+2,686.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.6% | -14.8% | -14.2% |
| 7D | -16.0% | +2.7% | -18.7% | -15.6% |
| 30D | -40.1% | +19.3% | -59.4% | -38.4% |
| 3M | -43.9% | -3.7% | -40.2% | -43.9% |
| 6M | -55.6% | -11.3% | -44.3% | -56.1% |
| YTD | -35.7% | -16.6% | -19.1% | -36.9% |
| 1Y | -39.8% | -21.1% | -18.7% | -41.5% |
| 3Y | +80.3% | -26.8% | +107.1% | +77.2% |
| 5Y | +143.3% | -88.0% | +231.3% | +69.7% |
| 10Y | +682.3% | -84.7% | +767.0% | +559.8% |
| All | +2,625.3% | -61.2% | +2,686.5% | +3,528.9% |
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 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