+175.6%
FN vs TNA
-46.7%
+222.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.9% |
| 7D | +0.3% | +3.7% | -3.5% | -0.9% |
| 30D | -16.5% | +4.4% | -20.9% | -17.5% |
| 3M | -42.1% | -26.7% | -15.4% | -34.0% |
| 6M | -52.9% | -12.8% | -40.1% | -49.7% |
| YTD | -28.0% | +22.7% | -50.6% | -32.7% |
| 1Y | -18.5% | +35.7% | -54.2% | -26.5% |
| 3Y | +93.9% | +134.6% | -40.7% | +36.8% |
| All | +175.6% | -46.7% | +222.4% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling