-25.7%
FN vs TRI
-22.4%
-3.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.4% | -12.4% | -3.2% |
| 7D | -7.0% | +1.0% | -8.0% | -5.8% |
| 30D | -24.7% | +20.8% | -45.5% | -18.4% |
| 3M | -35.7% | +8.1% | -43.8% | -31.8% |
| 6M | -52.4% | +24.2% | -76.6% | -44.3% |
| YTD | -25.0% | -7.8% | -17.2% | -15.9% |
| 1Y | -25.7% | -16.7% | -9.0% | -17.5% |
| All | -25.7% | -22.4% | -3.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling