+743.6%
FN vs TRI
+236.7%
+506.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.7% | +16.4% | +12.1% |
| 7D | 0.0% | -4.8% | +4.8% | 0.0% |
| 30D | -34.3% | +13.4% | -47.7% | -36.3% |
| 3M | -39.9% | +13.1% | -53.0% | -42.2% |
| 6M | -51.8% | +24.4% | -76.3% | -55.6% |
| YTD | -28.1% | -11.4% | -16.7% | -25.5% |
| 1Y | -29.1% | -15.6% | -13.5% | -25.0% |
| 3Y | +102.4% | -6.5% | +108.9% | +94.5% |
| 5Y | +171.7% | +5.3% | +166.4% | +141.2% |
| All | +743.6% | +236.7% | +506.8% | +389.4% |
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