+1,663.9%
FLUT vs TSN
+702.5%
+961.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -1.2% | -1.4% | +0.2% | -1.1% |
| 30D | +5.0% | +10.2% | -5.2% | +4.5% |
| 3M | -16.4% | +7.2% | -23.6% | -16.7% |
| 6M | -14.6% | -10.6% | -4.0% | -14.2% |
| YTD | -61.9% | +3.7% | -65.6% | -62.0% |
| 1Y | -65.0% | +13.5% | -78.5% | -65.3% |
| 3Y | -44.8% | +40.1% | -84.9% | -46.0% |
| 5Y | -49.9% | -14.5% | -35.5% | -49.9% |
| 10Y | -26.1% | +15.7% | -41.7% | -27.2% |
| All | +1,663.9% | +702.5% | +961.4% | +1,593.3% |
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 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