+45.8%
F vs TSN
+43.0%
+2.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.6% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | -0.5% | +10.2% | -10.6% | -2.5% |
| 3M | -12.9% | +7.2% | -20.1% | -14.3% |
| 6M | +1.5% | -10.6% | +12.1% | +3.9% |
| YTD | -5.0% | +3.7% | -8.7% | -7.4% |
| 1Y | -7.3% | +13.5% | -20.8% | -12.4% |
| All | +45.8% | +43.0% | +2.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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