+1,394.1%
TMO vs FN
+3,082.8%
-1,688.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.1% |
| 7D | +2.8% | -4.1% | +6.9% | +3.2% |
| 30D | +9.1% | -28.3% | +37.5% | +13.2% |
| 3M | +19.9% | -33.9% | +53.7% | +24.6% |
| 6M | +54.7% | -43.9% | +98.6% | +61.9% |
| YTD | +24.3% | -23.4% | +47.7% | +22.1% |
| 1Y | +25.0% | -25.4% | +50.5% | +22.8% |
| 3Y | +61.7% | +107.9% | -46.2% | +28.6% |
| 5Y | +16.2% | +195.1% | -178.9% | -14.9% |
| 10Y | +378.7% | +794.1% | -415.4% | +183.2% |
| All | +1,394.1% | +3,082.8% | -1,688.8% | +575.7% |
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