+755.5%
FN vs TNA
+34.7%
+720.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.3% |
| 7D | +20.8% | +7.7% | +13.1% | +18.0% |
| 30D | -17.3% | -0.7% | -16.6% | -16.6% |
| 3M | -38.1% | -25.4% | -12.8% | -31.0% |
| 6M | -44.2% | -11.8% | -32.4% | -41.2% |
| YTD | -22.3% | +23.9% | -46.2% | -27.2% |
| 1Y | -20.9% | +25.6% | -46.5% | -26.0% |
| 3Y | +111.1% | +137.1% | -26.0% | +50.8% |
| 5Y | +191.8% | -45.4% | +237.2% | +193.3% |
| All | +755.5% | +34.7% | +720.8% | +373.4% |
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