-8.5%
FPS vs TSN
-17.5%
+9.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.2% |
| 7D | +3.1% | -6.3% | +9.4% | +1.0% |
| 30D | -18.6% | -10.8% | -7.7% | -21.6% |
| 3M | -51.5% | -8.8% | -42.7% | -52.6% |
| 6M | -8.5% | -16.8% | +8.3% | -12.4% |
| All | -8.5% | -17.5% | +9.0% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling