+906.2%
FN vs TSN
-12.9%
+919.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -1.7% | -6.3% | +4.6% | -0.5% |
| 30D | -22.0% | -10.8% | -11.2% | -20.3% |
| 3M | -43.0% | -8.8% | -34.2% | -42.3% |
| 6M | -27.7% | -16.8% | -10.9% | -25.6% |
| YTD | -10.5% | -10.0% | -0.5% | -9.5% |
| 1Y | +12.5% | -5.3% | +17.7% | +12.3% |
| 3Y | +153.8% | +8.5% | +145.3% | +139.1% |
| 5Y | +288.0% | -22.9% | +310.9% | +298.1% |
| All | +906.2% | -12.9% | +919.0% | +890.0% |
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