+88.5%
TFC vs FN
+753.0%
-664.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.6% | -2.9% |
| 7D | +1.2% | 0.0% | +1.3% | +0.5% |
| 30D | +8.3% | -34.3% | +42.6% | +15.3% |
| 3M | -5.2% | -39.9% | +34.7% | +1.6% |
| 6M | -0.8% | -51.8% | +51.0% | +8.7% |
| YTD | +3.4% | -28.1% | +31.6% | +1.8% |
| 1Y | +17.0% | -29.1% | +46.1% | +14.6% |
| 3Y | +86.2% | +102.4% | -16.3% | +31.8% |
| 5Y | -2.3% | +171.7% | -173.9% | -38.5% |
| All | +88.5% | +753.0% | -664.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling