+69,298.0%
FAST vs TSN
+890.5%
+68,407.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -0.4% | -6.3% | +6.0% | +1.0% |
| 30D | -0.8% | -10.8% | +10.0% | +1.7% |
| 3M | +5.8% | -8.8% | +14.5% | +7.6% |
| 6M | +8.0% | -16.8% | +24.8% | +12.0% |
| YTD | +25.6% | -10.0% | +35.6% | +27.8% |
| 1Y | +0.8% | -5.3% | +6.1% | +1.1% |
| 3Y | +86.1% | +8.5% | +77.6% | +79.2% |
| 5Y | +100.2% | -22.9% | +123.1% | +106.4% |
| 10Y | +494.2% | -12.6% | +506.8% | +467.3% |
| All | +69,298.0% | +890.5% | +68,407.6% | +28,779.2% |
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 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