+3,759.0%
FIX vs TSN
+17.5%
+3,741.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | -29.1% | +11.8% | -40.8% | -31.6% |
| 3M | -31.1% | +7.1% | -38.2% | -32.8% |
| 6M | -42.8% | -9.2% | -33.7% | -41.8% |
| YTD | +24.6% | +4.8% | +19.8% | +21.0% |
| 1Y | +21.9% | +11.6% | +10.3% | +16.0% |
| 3Y | +524.9% | +41.5% | +483.4% | +422.1% |
| 5Y | +1,092.2% | -15.5% | +1,107.8% | +1,104.1% |
| 10Y | +3,759.0% | +16.9% | +3,742.2% | +3,243.0% |
| All | +3,759.0% | +17.5% | +3,741.6% | +3,243.0% |
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