-25.6%
FLUT vs TSN
+18.3%
-43.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -1.5% | +5.8% | -7.3% | -2.1% |
| 30D | +3.4% | +12.8% | -9.4% | +2.1% |
| 3M | -12.5% | +6.5% | -18.9% | -13.1% |
| 6M | -18.5% | -10.3% | -8.2% | -17.7% |
| YTD | -61.6% | +5.5% | -67.2% | -62.0% |
| 1Y | -64.1% | +15.8% | -79.9% | -64.8% |
| 3Y | -44.5% | +42.5% | -87.0% | -47.1% |
| 5Y | -51.3% | -14.3% | -36.9% | -51.2% |
| All | -25.6% | +18.3% | -43.9% | -27.1% |
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 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