+2,943.1%
FN vs TNA
+453.9%
+2,489.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.8% | +8.9% | +10.7% |
| 7D | 0.0% | -7.0% | +6.9% | +2.9% |
| 30D | -34.3% | -6.4% | -27.9% | -32.5% |
| 3M | -39.9% | -25.7% | -14.2% | -32.9% |
| 6M | -51.8% | -19.7% | -32.1% | -47.5% |
| YTD | -28.1% | +18.3% | -46.4% | -31.8% |
| 1Y | -29.1% | +24.6% | -53.6% | -33.8% |
| 3Y | +102.4% | +112.8% | -10.4% | +46.8% |
| 5Y | +171.7% | -49.5% | +221.2% | +181.0% |
| 10Y | +773.5% | +76.4% | +697.1% | +326.7% |
| All | +2,943.1% | +453.9% | +2,489.2% | +764.3% |
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