+102.4%
FN vs TNA
+105.1%
-2.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.8% | +8.9% | +10.3% |
| 7D | 0.0% | -7.0% | +6.9% | +4.0% |
| 30D | -34.3% | -6.4% | -27.9% | -31.8% |
| 3M | -39.9% | -25.7% | -14.2% | -30.1% |
| 6M | -51.8% | -19.7% | -32.1% | -45.9% |
| YTD | -28.1% | +18.3% | -46.4% | -33.0% |
| 1Y | -29.1% | +24.6% | -53.6% | -35.1% |
| 3Y | +102.4% | +112.8% | -10.4% | +45.5% |
| All | +102.4% | +105.1% | -2.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling