+17.3%
TFC vs FN
+289.0%
-271.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.3% |
| 7D | +2.4% | -1.7% | +4.1% | +2.6% |
| 30D | -1.3% | -22.0% | +20.7% | +1.5% |
| 3M | +6.1% | -43.0% | +49.1% | +13.2% |
| 6M | +7.3% | -27.7% | +35.1% | +8.7% |
| YTD | +8.2% | -10.5% | +18.7% | +4.7% |
| 1Y | +14.4% | +12.5% | +1.9% | +4.9% |
| 3Y | +93.7% | +153.8% | -60.1% | +40.8% |
| All | +17.3% | +289.0% | -271.7% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling