+449.4%
FLEX vs TSN
+10.8%
+438.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | -0.9% | -6.3% | +5.4% | -1.5% |
| 30D | -10.1% | -10.8% | +0.7% | -11.1% |
| 3M | -31.3% | -8.8% | -22.6% | -31.9% |
| 6M | +71.3% | -16.8% | +88.1% | +69.1% |
| YTD | +81.2% | -10.0% | +91.2% | +79.5% |
| 1Y | +98.5% | -5.3% | +103.7% | +97.2% |
| All | +449.4% | +10.8% | +438.6% | +404.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling