-49.4%
FIX vs TSN
-11.7%
-37.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.0% |
| 7D | -17.5% | +4.6% | -22.1% | -14.7% |
| 30D | -41.6% | +15.4% | -57.0% | -37.7% |
| 3M | -40.6% | +2.9% | -43.5% | -39.5% |
| 6M | -49.4% | -10.8% | -38.6% | -48.1% |
| All | -49.4% | -11.7% | -37.7% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling