+221.0%
TFC vs FN
+3,620.5%
-3,399.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.4% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | -1.3% | -22.0% | +20.7% | +2.2% |
| 3M | +6.1% | -43.0% | +49.1% | +14.4% |
| 6M | +7.3% | -27.7% | +35.1% | +9.4% |
| YTD | +8.2% | -10.5% | +18.7% | +5.0% |
| 1Y | +14.4% | +12.5% | +1.9% | +5.4% |
| 3Y | +93.7% | +153.8% | -60.1% | +45.4% |
| 5Y | +16.4% | +288.0% | -271.6% | -21.7% |
| 10Y | +101.6% | +906.4% | -804.9% | +12.4% |
| All | +221.0% | +3,620.5% | -3,399.5% | +41.5% |
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 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