+1,051.1%
FIX vs TSN
-16.4%
+1,067.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | +16.9% | -1.4% | +18.3% | +17.0% |
| 30D | -30.6% | +10.2% | -40.8% | -31.1% |
| 3M | -35.1% | +7.2% | -42.3% | -35.4% |
| 6M | -44.0% | -10.6% | -33.4% | -43.3% |
| YTD | +21.0% | +3.7% | +17.3% | +20.4% |
| 1Y | +16.2% | +13.5% | +2.7% | +14.3% |
| 3Y | +506.9% | +40.1% | +466.8% | +439.2% |
| 5Y | +1,051.1% | -14.5% | +1,065.5% | +1,101.7% |
| All | +1,051.1% | -16.4% | +1,067.5% | +1,101.7% |
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