+11.4%
FPS vs TSN
-18.0%
+29.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.5% |
| 7D | +10.4% | -5.0% | +15.4% | +8.9% |
| 30D | -16.5% | -9.1% | -7.4% | -18.6% |
| 3M | -45.5% | -7.4% | -38.1% | -46.5% |
| 6M | +2.1% | -13.4% | +15.5% | -0.7% |
| All | +11.4% | -18.0% | +29.4% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling