+26.0%
TMO vs FN
+12.8%
+13.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | +5.8% | -6.3% | -0.4% |
| 30D | +1.0% | -20.6% | +21.6% | +0.8% |
| 3M | +22.7% | -28.6% | +51.3% | +22.9% |
| 6M | +19.0% | -20.7% | +39.7% | +17.1% |
| YTD | +4.7% | -8.1% | +12.9% | +1.9% |
| 1Y | +26.0% | +13.3% | +12.7% | +19.8% |
| All | +26.0% | +12.8% | +13.2% | +19.8% |
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