+175.6%
FN vs TRI
+0.5%
+175.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.4% | -7.3% |
| 7D | +0.3% | -2.9% | +3.2% | 0.0% |
| 30D | -16.5% | +3.7% | -20.2% | -16.9% |
| 3M | -42.1% | +3.7% | -45.8% | -42.3% |
| 6M | -52.9% | +35.1% | -88.0% | -54.7% |
| YTD | -28.0% | -14.0% | -14.0% | -20.3% |
| 1Y | -18.5% | -19.0% | +0.4% | -7.4% |
| 3Y | +93.9% | -12.0% | +105.8% | +90.7% |
| All | +175.6% | +0.5% | +175.2% | +119.1% |
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