+448.7%
FIX vs TSN
+42.3%
+406.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.3% |
| 7D | -17.5% | +4.6% | -22.1% | -16.4% |
| 30D | -41.6% | +15.4% | -57.0% | -39.7% |
| 3M | -40.6% | +2.9% | -43.5% | -39.9% |
| 6M | -49.4% | -10.8% | -38.6% | -49.6% |
| YTD | +9.2% | +4.5% | +4.7% | +11.9% |
| 1Y | +6.5% | +19.5% | -13.1% | +12.5% |
| 3Y | +448.7% | +42.2% | +406.5% | +442.1% |
| All | +448.7% | +42.3% | +406.4% | +442.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling