+1,027.6%
FIX vs TSN
-14.8%
+1,042.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.4% |
| 7D | +9.4% | -1.4% | +10.9% | +9.5% |
| 30D | -27.8% | +8.5% | -36.3% | -28.2% |
| 3M | -35.6% | +5.3% | -40.8% | -35.8% |
| 6M | -45.2% | -10.5% | -34.7% | -44.6% |
| YTD | +19.5% | +3.0% | +16.5% | +18.9% |
| 1Y | +24.2% | +12.1% | +12.1% | +22.4% |
| 3Y | +494.2% | +43.1% | +451.0% | +422.7% |
| All | +1,027.6% | -14.8% | +1,042.4% | +1,095.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling