+87.9%
TFC vs FN
+80.0%
+7.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.2% | -0.8% |
| 7D | +1.1% | -16.0% | +17.0% | +2.4% |
| 30D | +7.8% | -40.1% | +47.9% | +12.6% |
| 3M | -4.8% | -43.9% | +39.1% | -0.4% |
| 6M | +1.8% | -55.6% | +57.5% | +8.3% |
| YTD | +4.4% | -35.7% | +40.1% | +3.8% |
| 1Y | +18.0% | -39.8% | +57.8% | +17.9% |
| All | +87.9% | +80.0% | +7.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling