+32.6%
TLT vs FN
+2,575.5%
-2,542.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.5% | -0.3% |
| 7D | +0.5% | -16.0% | +16.5% | 0.0% |
| 30D | +6.0% | -40.1% | +46.1% | +4.3% |
| 3M | -0.9% | -43.9% | +43.0% | -2.6% |
| 6M | -2.6% | -55.6% | +53.0% | -4.8% |
| YTD | -3.1% | -35.7% | +32.5% | -3.5% |
| 1Y | -4.4% | -39.8% | +35.5% | -4.9% |
| 3Y | +5.5% | +80.3% | -74.8% | +11.8% |
| 5Y | -34.7% | +143.3% | -178.0% | -29.0% |
| 10Y | -17.6% | +682.3% | -699.9% | -0.2% |
| All | +32.6% | +2,575.5% | -2,542.9% | +87.1% |
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