+75.7%
TFC vs FN
+700.1%
-624.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +2.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.0% |
| 30D | +10.8% | -16.5% | +27.3% | +12.9% |
| 3M | -3.8% | -42.1% | +38.3% | +3.7% |
| 6M | +9.6% | -52.9% | +62.5% | +20.7% |
| YTD | +5.8% | -28.0% | +33.7% | +3.8% |
| 1Y | +16.2% | -18.5% | +34.7% | +10.2% |
| 3Y | +96.0% | +93.9% | +2.1% | +39.9% |
| 5Y | +1.7% | +170.5% | -168.8% | -36.2% |
| All | +75.7% | +700.1% | -624.5% | -14.4% |
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