+1,440.5%
FANG vs TSN
+342.3%
+1,098.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +2.9% | +3.0% | -0.1% | +1.7% |
| 30D | +2.6% | -4.2% | +6.8% | +4.2% |
| 3M | +7.6% | -3.9% | +11.5% | +8.5% |
| 6M | +17.3% | -9.8% | +27.2% | +20.4% |
| YTD | +38.7% | -7.3% | +45.9% | +40.5% |
| 1Y | +51.6% | -2.2% | +53.9% | +49.7% |
| 3Y | +50.0% | +11.9% | +38.1% | +36.7% |
| 5Y | +237.6% | -16.9% | +254.5% | +242.8% |
| 10Y | +180.7% | -4.8% | +185.5% | +156.8% |
| All | +1,440.5% | +342.3% | +1,098.3% | +909.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling