+2,625.3%
FN vs TSN
+364.5%
+2,260.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.1% | -14.4% | -14.3% |
| 7D | -16.0% | +6.9% | -22.8% | -17.2% |
| 30D | -40.1% | +15.7% | -55.8% | -42.0% |
| 3M | -43.9% | +4.3% | -48.2% | -44.5% |
| 6M | -55.6% | -10.6% | -45.0% | -54.9% |
| YTD | -35.7% | +5.2% | -40.9% | -37.0% |
| 1Y | -39.8% | +18.7% | -58.5% | -42.7% |
| 3Y | +80.3% | +41.8% | +38.5% | +60.7% |
| 5Y | +143.3% | -13.6% | +156.9% | +143.1% |
| 10Y | +682.3% | +16.2% | +666.1% | +597.9% |
| All | +2,625.3% | +364.5% | +2,260.8% | +1,403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling