+1,348.4%
FERG vs TSN
+484.3%
+864.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | 0.0% | -6.3% | +6.3% | +0.2% |
| 30D | -10.2% | -10.8% | +0.6% | -9.8% |
| 3M | -0.6% | -8.8% | +8.2% | -0.2% |
| 6M | -6.5% | -16.8% | +10.3% | -5.9% |
| YTD | +4.2% | -10.0% | +14.2% | +4.6% |
| 1Y | -2.3% | -5.3% | +3.0% | -2.1% |
| 3Y | +48.5% | +8.5% | +40.0% | +48.0% |
| 5Y | +72.0% | -22.9% | +94.9% | +72.8% |
| 10Y | +369.9% | -12.6% | +382.5% | +381.2% |
| All | +1,348.4% | +484.3% | +864.1% | +1,318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling