-21.7%
FN vs TSN
+11.8%
-33.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.5% | +11.9% |
| 7D | +16.3% | +4.9% | +11.4% | +17.7% |
| 30D | -24.7% | +12.1% | -36.8% | -23.0% |
| 3M | -34.9% | +4.1% | -39.0% | -33.8% |
| 6M | -41.1% | -10.9% | -30.2% | -38.7% |
| YTD | -19.6% | +4.8% | -24.4% | -18.5% |
| All | -21.7% | +11.8% | -33.5% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling