+12.3%
FN vs TRI
-41.0%
+53.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | 0.0% |
| 7D | +3.5% | -7.1% | +10.6% | +1.2% |
| 30D | -26.0% | -2.3% | -23.6% | -25.9% |
| 3M | -33.3% | +19.6% | -52.8% | -27.1% |
| 6M | -14.9% | -8.7% | -6.2% | -7.3% |
| YTD | -8.6% | -22.3% | +13.7% | -6.8% |
| 1Y | +12.3% | -40.7% | +53.0% | +1.5% |
| All | +12.3% | -41.0% | +53.4% | +1.5% |
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