+33.0%
TLT vs FN
+3,620.5%
-3,587.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | +0.3% |
| 7D | -0.4% | -1.7% | +1.3% | -0.5% |
| 30D | -0.6% | -22.0% | +21.4% | -1.3% |
| 3M | -2.7% | -43.0% | +40.3% | -4.4% |
| 6M | -5.6% | -27.7% | +22.1% | -6.1% |
| YTD | -2.8% | -10.5% | +7.7% | -2.3% |
| 1Y | -1.4% | +12.5% | -13.9% | +0.2% |
| 3Y | -1.6% | +153.8% | -155.4% | +5.4% |
| 5Y | -33.8% | +288.0% | -321.8% | -26.5% |
| 10Y | -21.1% | +906.4% | -927.6% | -4.0% |
| All | +33.0% | +3,620.5% | -3,587.5% | +89.6% |
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