+21.9%
FIX vs TSN
+14.3%
+7.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +4.9% |
| 7D | +6.4% | -0.3% | +6.7% | +6.4% |
| 30D | -29.1% | +11.8% | -40.8% | -28.0% |
| 3M | -31.1% | +7.1% | -38.2% | -30.2% |
| 6M | -42.8% | -9.2% | -33.7% | -40.7% |
| YTD | +24.6% | +4.8% | +19.8% | +26.4% |
| 1Y | +21.9% | +11.6% | +10.3% | +19.6% |
| All | +21.9% | +14.3% | +7.7% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling