+67.5%
FERG vs TSN
-18.6%
+86.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -11.8% | -6.2% | -5.6% | -10.7% |
| 3M | -1.2% | -5.7% | +4.4% | -0.3% |
| 6M | -2.3% | -11.4% | +9.1% | -0.3% |
| YTD | +0.8% | -8.2% | +9.0% | +1.9% |
| 1Y | +0.5% | -2.0% | +2.5% | -0.1% |
| 3Y | +51.4% | +11.9% | +39.5% | +44.0% |
| 5Y | +67.5% | -17.8% | +85.3% | +80.1% |
| All | +67.5% | -18.6% | +86.1% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling