+890.0%
FN vs TNA
+76.8%
+813.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.7% |
| 7D | +3.5% | +4.1% | -0.5% | +2.0% |
| 30D | -26.0% | -7.6% | -18.3% | -23.7% |
| 3M | -33.3% | +8.1% | -41.3% | -34.7% |
| 6M | -14.9% | +49.0% | -63.9% | -25.5% |
| YTD | -8.6% | +51.7% | -60.3% | -20.6% |
| 1Y | +12.3% | +59.6% | -47.3% | -4.4% |
| 3Y | +174.4% | +118.9% | +55.5% | +97.0% |
| 5Y | +296.4% | -19.2% | +315.6% | +246.6% |
| 10Y | +890.0% | +77.2% | +812.8% | +410.6% |
| All | +890.0% | +76.8% | +813.3% | +410.6% |
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