-29.1%
FN vs TRI
-18.3%
-10.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.7% | +16.4% | +9.5% |
| 7D | 0.0% | -4.8% | +4.8% | -1.1% |
| 30D | -34.3% | +13.4% | -47.7% | -30.4% |
| 3M | -39.9% | +13.1% | -53.0% | -35.6% |
| 6M | -51.8% | +24.4% | -76.3% | -44.3% |
| YTD | -28.1% | -11.4% | -16.7% | -23.0% |
| 1Y | -29.1% | -15.6% | -13.5% | -25.7% |
| All | -29.1% | -18.3% | -10.8% | -25.7% |
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