+2,896.1%
FITB vs TSN
+890.5%
+2,005.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.6% | -6.3% | +6.9% | +2.8% |
| 30D | -4.7% | -10.8% | +6.1% | -1.0% |
| 3M | +6.7% | -8.8% | +15.4% | +9.7% |
| 6M | +12.6% | -16.8% | +29.4% | +19.1% |
| YTD | +19.1% | -10.0% | +29.1% | +22.1% |
| 1Y | +22.6% | -5.3% | +27.9% | +23.0% |
| 3Y | +127.1% | +8.5% | +118.6% | +114.6% |
| 5Y | +71.8% | -22.9% | +94.7% | +82.0% |
| 10Y | +287.2% | -12.6% | +299.8% | +283.8% |
| All | +2,896.1% | +890.5% | +2,005.6% | +1,081.4% |
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 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