+13.8%
FIX vs TSN
+12.6%
+1.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.5% |
| 7D | -13.9% | +5.8% | -19.8% | -12.8% |
| 30D | -35.5% | +12.8% | -48.4% | -34.4% |
| 3M | -33.9% | +6.5% | -40.4% | -33.0% |
| 6M | -43.3% | -10.3% | -33.0% | -41.1% |
| YTD | +18.7% | +5.5% | +13.1% | +20.9% |
| 1Y | +13.8% | +15.8% | -2.0% | +12.1% |
| All | +13.8% | +12.6% | +1.1% | +12.1% |
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