+547.9%
FAST vs TSN
+13.2%
+534.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +3.8% | +4.9% | -1.0% | +2.9% |
| 30D | +8.1% | +12.1% | -4.0% | +5.7% |
| 3M | +5.8% | +4.1% | +1.7% | +4.8% |
| 6M | +24.9% | -10.9% | +35.7% | +27.3% |
| YTD | +38.9% | +4.8% | +34.1% | +36.9% |
| 1Y | +36.5% | +17.6% | +18.8% | +31.3% |
| 3Y | +98.1% | +43.2% | +54.9% | +82.2% |
| 5Y | +109.3% | -13.9% | +123.2% | +111.2% |
| 10Y | +547.9% | +11.8% | +536.1% | +520.2% |
| All | +547.9% | +13.2% | +534.7% | +520.2% |
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 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