+1,060.6%
FLEX vs TSN
-9.5%
+1,070.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.8% |
| 7D | +7.0% | -5.0% | +12.0% | +8.8% |
| 30D | -5.8% | -9.1% | +3.3% | -2.7% |
| 3M | -24.2% | -7.4% | -16.8% | -22.8% |
| 6M | +90.8% | -13.4% | +104.2% | +97.8% |
| YTD | +89.2% | -8.5% | +97.7% | +91.4% |
| 1Y | +104.7% | -3.2% | +107.9% | +101.2% |
| 3Y | +478.1% | +11.5% | +466.6% | +413.6% |
| 5Y | +726.2% | -19.5% | +745.7% | +734.7% |
| 10Y | +1,060.6% | -9.1% | +1,069.7% | +878.2% |
| All | +1,060.6% | -9.5% | +1,070.1% | +878.2% |
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