+3,689.8%
FN vs TSN
+297.3%
+3,392.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | -1.7% | -6.3% | +4.6% | -0.5% |
| 30D | -22.0% | -10.8% | -11.2% | -20.2% |
| 3M | -43.0% | -8.8% | -34.2% | -42.2% |
| 6M | -27.7% | -16.8% | -10.9% | -25.5% |
| YTD | -10.5% | -10.0% | -0.5% | -9.4% |
| 1Y | +12.5% | -5.3% | +17.7% | +12.4% |
| 3Y | +153.8% | +8.5% | +145.3% | +140.4% |
| 5Y | +288.0% | -22.9% | +310.9% | +296.9% |
| 10Y | +906.4% | -12.6% | +919.1% | +855.3% |
| All | +3,689.8% | +297.3% | +3,392.4% | +2,063.9% |
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 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