-5.8%
TLT vs FN
-24.2%
+18.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.4% | -1.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +3.7% | -28.3% | +32.0% | +4.0% |
| 3M | -0.7% | -33.9% | +33.2% | -0.5% |
| 6M | -4.2% | -43.9% | +39.7% | -4.0% |
| YTD | -4.0% | -23.4% | +19.5% | -4.6% |
| 1Y | -5.8% | -25.4% | +19.6% | -6.2% |
| All | -5.8% | -24.2% | +18.4% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling