+3,800.0%
FIX vs TSN
+13.2%
+3,786.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.3% | +9.1% | +9.3% |
| 7D | -7.2% | +4.9% | -12.1% | -8.7% |
| 30D | -35.1% | +12.1% | -47.2% | -37.4% |
| 3M | -34.3% | +4.1% | -38.4% | -35.3% |
| 6M | -42.9% | -10.9% | -32.0% | -41.6% |
| YTD | +19.5% | +4.8% | +14.7% | +16.0% |
| 1Y | +16.8% | +17.6% | -0.9% | +9.3% |
| 3Y | +506.7% | +43.2% | +463.5% | +405.5% |
| 5Y | +1,046.7% | -13.9% | +1,060.6% | +1,049.0% |
| 10Y | +3,800.0% | +11.8% | +3,788.1% | +3,291.6% |
| All | +3,800.0% | +13.2% | +3,786.8% | +3,291.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling