-71.1%
FLNC vs TSN
-24.8%
-46.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -8.1% |
| 7D | -4.2% | -7.3% | +3.1% | -2.5% |
| 30D | -20.0% | -8.6% | -11.4% | -18.3% |
| 3M | -56.9% | -7.5% | -49.3% | -56.4% |
| 6M | -35.5% | -14.1% | -21.4% | -33.9% |
| YTD | -48.8% | -9.4% | -39.4% | -48.7% |
| 1Y | +49.3% | -4.1% | +53.3% | +46.2% |
| 3Y | -61.8% | +10.3% | -72.1% | -66.4% |
| All | -71.1% | -24.8% | -46.3% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling