+113.9%
FE vs TSN
-11.8%
+125.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.9% | -6.3% | +8.3% | +3.5% |
| 30D | -1.2% | -10.8% | +9.6% | +1.6% |
| 3M | +3.5% | -8.8% | +12.2% | +5.6% |
| 6M | -6.1% | -16.8% | +10.8% | -2.1% |
| YTD | +7.6% | -10.0% | +17.6% | +9.7% |
| 1Y | +11.9% | -5.3% | +17.2% | +12.3% |
| 3Y | +48.4% | +8.5% | +39.9% | +42.2% |
| 5Y | +44.8% | -22.9% | +67.7% | +49.8% |
| All | +113.9% | -11.8% | +125.7% | +106.1% |
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 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