+2,900.6%
FITB vs TSN
+1,033.0%
+1,867.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | +9.8% | +8.5% | +1.3% | +6.6% |
| 3M | -5.2% | +5.3% | -10.4% | -7.2% |
| 6M | +17.3% | -10.5% | +27.8% | +21.2% |
| YTD | +19.3% | +3.0% | +16.3% | +16.4% |
| 1Y | +32.7% | +12.1% | +20.6% | +25.4% |
| 3Y | +141.6% | +43.1% | +98.5% | +106.5% |
| 5Y | +48.9% | -15.1% | +63.9% | +52.2% |
| 10Y | +216.5% | +14.8% | +201.7% | +186.9% |
| All | +2,900.6% | +1,033.0% | +1,867.6% | +1,026.6% |
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