-1.1%
TFC vs FN
+206.7%
-207.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.9% | -9.9% | +0.5% |
| 7D | +0.3% | +16.3% | -16.0% | -2.0% |
| 30D | +9.2% | -24.7% | +33.9% | +12.4% |
| 3M | -2.9% | -34.9% | +32.0% | +1.2% |
| 6M | +3.5% | -41.1% | +44.6% | +7.9% |
| YTD | +5.4% | -19.6% | +25.1% | +2.3% |
| 1Y | +17.3% | -18.5% | +35.8% | +12.9% |
| 3Y | +96.7% | +119.1% | -22.5% | +44.3% |
| 5Y | -1.1% | +206.9% | -208.0% | -37.2% |
| All | -1.1% | +206.7% | -207.8% | -37.2% |
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