-49.2%
FLUT vs TSN
-20.8%
-28.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +3.8% | -5.0% | +8.9% | +4.6% |
| 30D | +6.3% | -9.1% | +15.4% | +7.8% |
| 3M | -4.0% | -7.4% | +3.4% | -2.9% |
| 6M | -10.3% | -13.4% | +3.1% | -8.7% |
| YTD | -53.2% | -8.5% | -44.7% | -52.9% |
| 1Y | -65.0% | -3.2% | -61.9% | -65.2% |
| 3Y | -43.9% | +11.5% | -55.4% | -46.5% |
| 5Y | -49.2% | -19.5% | -29.7% | -43.8% |
| All | -49.2% | -20.8% | -28.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling