+109.8%
FE vs TSN
+12.8%
+97.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | 0.0% | +4.6% | -4.7% | -1.2% |
| 30D | +5.2% | +15.4% | -10.2% | +1.4% |
| 3M | 0.0% | +2.9% | -2.9% | -1.0% |
| 6M | +5.0% | -10.8% | +15.8% | +7.7% |
| YTD | +7.9% | +4.5% | +3.4% | +5.8% |
| 1Y | +6.3% | +19.5% | -13.2% | +0.5% |
| 3Y | +46.0% | +42.2% | +3.8% | +30.4% |
| 5Y | +45.6% | -14.2% | +59.8% | +46.7% |
| All | +109.8% | +12.8% | +97.0% | +88.5% |
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