+5,831.7%
FIX vs TSN
-11.8%
+5,843.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +6.0% | -6.3% | +12.3% | +7.8% |
| 30D | -7.2% | -10.8% | +3.6% | -4.4% |
| 3M | -15.9% | -8.8% | -7.1% | -14.3% |
| 6M | +12.7% | -16.8% | +29.6% | +17.6% |
| YTD | +72.8% | -10.0% | +82.8% | +75.8% |
| 1Y | +122.9% | -5.3% | +128.1% | +122.4% |
| 3Y | +774.3% | +8.5% | +765.8% | +701.2% |
| 5Y | +2,049.5% | -22.9% | +2,072.4% | +2,118.1% |
| All | +5,831.7% | -11.8% | +5,843.5% | +5,381.9% |
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