+640.4%
FLEX vs TSN
+13.2%
+627.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.9% |
| 7D | -7.2% | +4.9% | -12.0% | -9.0% |
| 30D | -34.8% | +12.1% | -46.8% | -37.8% |
| 3M | -35.6% | +4.1% | -39.7% | -37.0% |
| 6M | -45.0% | -10.9% | -34.1% | -43.5% |
| YTD | +29.4% | +4.8% | +24.6% | +23.9% |
| 1Y | +24.8% | +17.6% | +7.1% | +13.6% |
| 3Y | +304.4% | +43.2% | +261.2% | +221.4% |
| 5Y | +484.1% | -13.9% | +498.0% | +480.4% |
| 10Y | +640.4% | +11.8% | +628.6% | +478.3% |
| All | +640.4% | +13.2% | +627.2% | +478.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling