-18.5%
FN vs TSN
+12.4%
-30.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.5% |
| 7D | +0.3% | -1.4% | +1.7% | -0.1% |
| 30D | -16.5% | +8.5% | -25.0% | -15.3% |
| 3M | -42.1% | +5.3% | -47.4% | -41.2% |
| 6M | -52.9% | -10.5% | -42.4% | -51.1% |
| YTD | -28.0% | +3.0% | -30.9% | -27.7% |
| 1Y | -18.5% | +12.1% | -30.6% | -21.8% |
| All | -18.5% | +12.4% | -30.9% | -21.8% |
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 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