+3,689.8%
FN vs TRI
+339.7%
+3,350.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.6% | +5.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -22.0% | +7.9% | -29.9% | -24.8% |
| 3M | -43.0% | +24.1% | -67.1% | -49.2% |
| 6M | -27.7% | +3.8% | -31.6% | -32.7% |
| YTD | -10.5% | -16.9% | +6.3% | -7.4% |
| 1Y | +12.5% | -38.4% | +50.9% | +37.0% |
| 3Y | +153.8% | -12.2% | +166.0% | +140.5% |
| 5Y | +288.0% | -1.8% | +289.8% | +237.2% |
| 10Y | +906.4% | +207.6% | +698.8% | +287.5% |
| All | +3,689.8% | +339.7% | +3,350.0% | +832.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling