+50.9%
FERG vs TSN
+10.3%
+40.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | +0.9% | -7.3% | +8.2% | +2.1% |
| 30D | -15.1% | -8.6% | -6.4% | -13.9% |
| 3M | -4.8% | -7.5% | +2.7% | -3.9% |
| 6M | -2.5% | -14.1% | +11.7% | -0.4% |
| YTD | +1.8% | -9.4% | +11.2% | +2.9% |
| 1Y | -0.3% | -4.1% | +3.8% | -0.4% |
| All | +50.9% | +10.3% | +40.6% | +44.5% |
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 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