+548.6%
FAST vs TSN
+17.5%
+531.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | +8.3% | +11.8% | -3.4% | +6.0% |
| 3M | +6.5% | +7.1% | -0.6% | +4.9% |
| 6M | +29.5% | -9.2% | +38.7% | +31.5% |
| YTD | +41.3% | +4.8% | +36.5% | +39.1% |
| 1Y | +37.4% | +11.6% | +25.7% | +33.5% |
| 3Y | +98.5% | +41.5% | +57.0% | +82.8% |
| 5Y | +111.1% | -15.5% | +126.7% | +113.8% |
| 10Y | +548.6% | +16.9% | +531.7% | +519.4% |
| All | +548.6% | +17.5% | +531.1% | +519.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling