+173.5%
FN vs TRI
+5.0%
+168.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.7% | +16.4% | +11.2% |
| 7D | 0.0% | -4.8% | +4.8% | -0.3% |
| 30D | -34.3% | +13.4% | -47.7% | -34.4% |
| 3M | -39.9% | +13.1% | -53.0% | -40.1% |
| 6M | -51.8% | +24.4% | -76.3% | -52.4% |
| YTD | -28.1% | -11.4% | -16.7% | -20.3% |
| 1Y | -29.1% | -15.6% | -13.5% | -19.7% |
| 3Y | +102.4% | -6.5% | +108.9% | +95.1% |
| All | +173.5% | +5.0% | +168.5% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling