+755.5%
FN vs TSN
+15.3%
+740.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | +20.8% | -1.4% | +22.2% | +21.0% |
| 30D | -17.3% | +10.2% | -27.5% | -18.9% |
| 3M | -38.1% | +7.2% | -45.3% | -39.1% |
| 6M | -44.2% | -10.6% | -33.6% | -43.3% |
| YTD | -22.3% | +3.7% | -26.0% | -23.6% |
| 1Y | -20.9% | +13.5% | -34.4% | -23.8% |
| 3Y | +111.1% | +40.1% | +71.0% | +87.8% |
| 5Y | +191.8% | -14.5% | +206.3% | +194.0% |
| All | +755.5% | +15.3% | +740.2% | +677.1% |
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