+49.8%
FE vs TSN
+43.0%
+6.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -0.3% | -1.4% | +1.1% | 0.0% |
| 30D | +3.9% | +10.2% | -6.3% | +1.7% |
| 3M | -0.1% | +7.2% | -7.3% | -1.7% |
| 6M | +6.1% | -10.6% | +16.7% | +8.5% |
| YTD | +8.1% | +3.7% | +4.3% | +6.4% |
| 1Y | +4.4% | +13.5% | -9.1% | +0.3% |
| All | +49.8% | +43.0% | +6.8% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling