+209.8%
TFC vs FN
+2,575.5%
-2,365.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.2% | +0.2% |
| 7D | +1.1% | -16.0% | +17.0% | +3.4% |
| 30D | +7.8% | -40.1% | +47.9% | +15.9% |
| 3M | -4.8% | -43.9% | +39.1% | +2.6% |
| 6M | +1.8% | -55.6% | +57.5% | +12.2% |
| YTD | +4.4% | -35.7% | +40.1% | +5.5% |
| 1Y | +18.0% | -39.8% | +57.8% | +19.9% |
| 3Y | +85.2% | +80.3% | +4.9% | +45.1% |
| 5Y | -1.4% | +143.3% | -144.7% | -29.0% |
| 10Y | +95.7% | +682.3% | -586.6% | +12.6% |
| All | +209.8% | +2,575.5% | -2,365.7% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling