+129.0%
FITB vs TSN
+10.3%
+118.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.4% | -7.3% | +6.9% | +1.5% |
| 30D | -5.1% | -8.6% | +3.5% | -3.0% |
| 3M | +3.5% | -7.5% | +11.1% | +5.3% |
| 6M | +17.2% | -14.1% | +31.3% | +21.1% |
| YTD | +17.6% | -9.4% | +27.1% | +18.9% |
| 1Y | +23.4% | -4.1% | +27.4% | +21.8% |
| All | +129.0% | +10.3% | +118.6% | +93.4% |
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