+206.9%
FN vs TSN
-13.6%
+220.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.5% | +11.9% |
| 7D | +16.3% | +4.9% | +11.4% | +16.1% |
| 30D | -24.7% | +12.1% | -36.8% | -25.2% |
| 3M | -34.9% | +4.1% | -39.0% | -35.0% |
| 6M | -41.1% | -10.9% | -30.2% | -40.2% |
| YTD | -19.6% | +4.8% | -24.4% | -20.0% |
| 1Y | -18.5% | +17.6% | -36.2% | -20.0% |
| 3Y | +119.1% | +43.2% | +75.9% | +97.6% |
| 5Y | +206.9% | -13.9% | +220.8% | +233.9% |
| All | +206.9% | -13.6% | +220.5% | +233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling