-43.9%
FLUT vs TSN
+13.0%
-56.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +3.8% | -5.0% | +8.9% | +4.3% |
| 30D | +6.3% | -9.1% | +15.4% | +7.2% |
| 3M | -4.0% | -7.4% | +3.4% | -3.3% |
| 6M | -10.3% | -13.4% | +3.1% | -9.4% |
| YTD | -53.2% | -8.5% | -44.7% | -53.1% |
| 1Y | -65.0% | -3.2% | -61.9% | -65.2% |
| 3Y | -43.9% | +11.5% | -55.4% | -47.1% |
| All | -43.9% | +13.0% | -56.9% | -47.1% |
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 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