+141.6%
FITB vs TSN
+41.9%
+99.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | +9.8% | +8.5% | +1.3% | +7.7% |
| 3M | -5.2% | +5.3% | -10.4% | -6.5% |
| 6M | +17.3% | -10.5% | +27.8% | +20.2% |
| YTD | +19.3% | +3.0% | +16.3% | +16.8% |
| 1Y | +32.7% | +12.1% | +20.6% | +26.1% |
| 3Y | +141.6% | +43.1% | +98.5% | +87.4% |
| All | +141.6% | +41.9% | +99.7% | +87.4% |
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