+81.3%
FN vs TSN
+43.3%
+38.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.4% | -14.2% |
| 7D | -16.0% | +6.9% | -22.8% | -14.9% |
| 30D | -40.1% | +15.7% | -55.8% | -38.6% |
| 3M | -43.9% | +4.3% | -48.2% | -43.2% |
| 6M | -55.6% | -10.6% | -45.0% | -55.4% |
| YTD | -35.7% | +5.2% | -40.9% | -34.3% |
| 1Y | -39.8% | +18.7% | -58.5% | -37.7% |
| All | +81.3% | +43.3% | +38.0% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling