+17.0%
TFC vs FN
-33.3%
+50.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.6% | -1.0% |
| 7D | +1.2% | 0.0% | +1.3% | +1.2% |
| 30D | +8.3% | -34.3% | +42.6% | +9.2% |
| 3M | -5.2% | -39.9% | +34.7% | -4.2% |
| 6M | -0.8% | -51.8% | +51.0% | +0.9% |
| YTD | +3.4% | -28.1% | +31.6% | +2.5% |
| 1Y | +17.0% | -29.1% | +46.1% | +16.0% |
| All | +17.0% | -33.3% | +50.3% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling