+794.1%
FN vs TRI
+222.0%
+572.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | -1.6% | -2.5% | -4.2% |
| 30D | -28.3% | +5.0% | -33.4% | -29.8% |
| 3M | -33.9% | +4.6% | -38.4% | -35.7% |
| 6M | -43.9% | +18.3% | -62.2% | -47.9% |
| YTD | -23.4% | -14.7% | -8.7% | -20.4% |
| 1Y | -25.4% | -16.7% | -8.7% | -21.7% |
| 3Y | +107.9% | -11.3% | +119.2% | +102.1% |
| 5Y | +195.1% | -0.6% | +195.7% | +165.2% |
| 10Y | +794.1% | +220.2% | +573.9% | +444.9% |
| All | +794.1% | +222.0% | +572.1% | +444.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling