+3,689.8%
FN vs TNA
+620.0%
+3,069.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -22.0% | -4.9% | -17.1% | -20.4% |
| 3M | -43.0% | +0.4% | -43.4% | -42.6% |
| 6M | -27.7% | +32.5% | -60.3% | -34.1% |
| YTD | -10.5% | +53.7% | -64.2% | -22.8% |
| 1Y | +12.5% | +65.1% | -52.6% | -5.7% |
| 3Y | +153.8% | +98.4% | +55.4% | +85.6% |
| 5Y | +288.0% | -22.5% | +310.5% | +243.2% |
| 10Y | +906.4% | +82.5% | +823.9% | +385.4% |
| All | +3,689.8% | +620.0% | +3,069.8% | +878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling