+3.1%
FERG vs TSN
+19.9%
-16.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +1.7% |
| 7D | +7.7% | +8.4% | -0.7% | +6.2% |
| 30D | +11.5% | +16.1% | -4.6% | +8.8% |
| 3M | -2.4% | +3.2% | -5.5% | -3.1% |
| 6M | -4.0% | -11.1% | +7.1% | -1.6% |
| YTD | +13.4% | +5.1% | +8.3% | +10.1% |
| 1Y | +3.1% | +19.4% | -16.3% | -5.2% |
| All | +3.1% | +19.9% | -16.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling