+86.2%
TFC vs FN
+101.0%
-14.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.6% | -1.9% |
| 7D | +1.2% | 0.0% | +1.3% | +0.9% |
| 30D | +8.3% | -34.3% | +42.6% | +12.2% |
| 3M | -5.2% | -39.9% | +34.7% | -1.4% |
| 6M | -0.8% | -51.8% | +51.0% | +4.8% |
| YTD | +3.4% | -28.1% | +31.6% | +1.8% |
| 1Y | +17.0% | -29.1% | +46.1% | +14.7% |
| 3Y | +86.2% | +102.4% | -16.3% | +29.0% |
| All | +86.2% | +101.0% | -14.8% | +29.0% |
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 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