+507.7%
FAST vs TSN
-9.5%
+517.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +1.3% | -5.0% | +6.3% | +2.2% |
| 30D | -4.7% | -9.1% | +4.3% | -3.2% |
| 3M | +7.9% | -7.4% | +15.3% | +9.2% |
| 6M | +7.4% | -13.4% | +20.8% | +9.9% |
| YTD | +25.1% | -8.5% | +33.6% | +26.5% |
| 1Y | +4.7% | -3.2% | +7.9% | +4.5% |
| 3Y | +94.7% | +11.5% | +83.2% | +87.9% |
| 5Y | +106.8% | -19.5% | +126.3% | +111.4% |
| 10Y | +507.7% | -9.1% | +516.8% | +505.1% |
| All | +507.7% | -9.5% | +517.2% | +505.1% |
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