+32.8%
FAST vs TSN
+18.2%
+14.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.1% | +4.6% | -2.5% | +1.7% |
| 30D | +6.9% | +15.4% | -8.6% | +5.8% |
| 3M | +4.8% | +2.9% | +1.9% | +4.5% |
| 6M | +19.8% | -10.8% | +30.6% | +22.4% |
| YTD | +34.9% | +4.5% | +30.4% | +35.2% |
| 1Y | +32.8% | +19.5% | +13.3% | +32.1% |
| All | +32.8% | +18.2% | +14.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling