+826.4%
FN vs TNA
+82.9%
+743.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.6% | +2.2% | +8.4% |
| 7D | +16.3% | +2.3% | +14.0% | +15.8% |
| 30D | -24.7% | +1.4% | -26.1% | -24.7% |
| 3M | -34.9% | -21.1% | -13.9% | -28.9% |
| 6M | -41.1% | -9.4% | -31.7% | -38.5% |
| YTD | -19.6% | +29.6% | -49.3% | -26.0% |
| 1Y | -18.5% | +34.6% | -53.1% | -25.7% |
| 3Y | +119.1% | +155.9% | -36.7% | +52.4% |
| 5Y | +206.9% | -44.2% | +251.1% | +205.3% |
| 10Y | +826.4% | +63.7% | +762.7% | +361.7% |
| All | +826.4% | +82.9% | +743.5% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling