+64.0%
TMO vs FN
+112.9%
-48.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +11.9% | -8.0% | +3.2% |
| 7D | +5.7% | +16.3% | -10.6% | +4.7% |
| 30D | +9.7% | -24.7% | +34.4% | +10.6% |
| 3M | +21.6% | -34.9% | +56.5% | +23.3% |
| 6M | +55.5% | -41.1% | +96.6% | +57.7% |
| YTD | +24.9% | -19.6% | +44.5% | +21.7% |
| 1Y | +26.5% | -18.5% | +45.0% | +22.8% |
| 3Y | +64.0% | +119.1% | -55.1% | +39.0% |
| All | +64.0% | +112.9% | -48.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling