+73.5%
TFC vs FN
+763.2%
-689.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | +0.1% | +20.8% | -20.7% | -3.4% |
| 30D | +8.6% | -17.3% | +25.9% | +11.0% |
| 3M | -4.3% | -38.1% | +33.8% | +2.0% |
| 6M | +5.4% | -44.2% | +49.7% | +12.4% |
| YTD | +4.5% | -22.3% | +26.8% | +1.3% |
| 1Y | +14.0% | -20.9% | +34.9% | +9.3% |
| 3Y | +93.4% | +111.1% | -17.7% | +36.0% |
| 5Y | +0.5% | +191.8% | -191.3% | -37.7% |
| All | +73.5% | +763.2% | -689.7% | -16.5% |
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