+74,417.0%
FAST vs TSN
+1,049.6%
+73,367.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.1% | +4.6% | -2.5% | +1.0% |
| 30D | +6.9% | +15.4% | -8.6% | +3.4% |
| 3M | +4.8% | +2.9% | +1.9% | +3.9% |
| 6M | +19.8% | -10.8% | +30.6% | +22.3% |
| YTD | +34.9% | +4.5% | +30.4% | +32.6% |
| 1Y | +32.8% | +19.5% | +13.3% | +26.3% |
| 3Y | +93.7% | +42.2% | +51.5% | +75.5% |
| 5Y | +105.3% | -14.2% | +119.5% | +106.5% |
| 10Y | +595.4% | +15.4% | +580.0% | +523.0% |
| All | +74,417.0% | +1,049.6% | +73,367.4% | +29,855.0% |
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