+74,290.4%
FAST vs TSN
+1,057.8%
+73,232.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.7% | +6.9% | -6.2% | -0.9% |
| 30D | +4.6% | +15.7% | -11.0% | +1.2% |
| 3M | +6.4% | +4.3% | +2.1% | +5.1% |
| 6M | +20.6% | -10.6% | +31.2% | +23.1% |
| YTD | +34.7% | +5.2% | +29.5% | +32.1% |
| 1Y | +29.7% | +18.7% | +11.0% | +23.6% |
| 3Y | +89.9% | +41.8% | +48.2% | +72.2% |
| 5Y | +105.0% | -13.6% | +118.5% | +105.8% |
| 10Y | +594.2% | +16.2% | +578.0% | +520.9% |
| All | +74,290.4% | +1,057.8% | +73,232.6% | +29,755.1% |
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 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