+3,644.4%
FIX vs TSN
+12.5%
+3,631.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -13.9% | +5.8% | -19.8% | -15.5% |
| 30D | -35.5% | +12.8% | -48.4% | -37.9% |
| 3M | -33.9% | +6.5% | -40.4% | -35.4% |
| 6M | -43.3% | -10.3% | -33.0% | -42.1% |
| YTD | +18.7% | +5.5% | +13.1% | +15.0% |
| 1Y | +13.8% | +15.8% | -2.0% | +7.0% |
| 3Y | +495.0% | +42.5% | +452.4% | +396.2% |
| 5Y | +1,049.0% | -14.3% | +1,063.4% | +1,055.1% |
| 10Y | +3,644.4% | +18.2% | +3,626.2% | +3,138.0% |
| All | +3,644.4% | +12.5% | +3,631.9% | +3,138.0% |
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